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Re: st: stcox, shared() takes hours?
Jeph Herrin <firstname.lastname@example.org> asks:
> I am estimating (Stata/SE 9.2)
> . stcox var1 var2, shared(id)
> for 70k observations on about 1000 -id-s. It has been "Estimating frailty
> variance:" for approximately 14hrs now. Is that typical? Is there a way to
> speed this up? A problem to look for?
When used with Cox regression, frailties are treated as coefficients to be
estimated right along with the betas within a penalized likelihood framework.
As such, computation time increases with the dimension of the frailties. With
1000 id's, this means your estimation could take a while. There is neither
a problem with your Stata nor your syntax.
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