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Re: st: stcox, shared() takes hours?

From (Roberto G. Gutierrez, StataCorp)
Subject   Re: st: stcox, shared() takes hours?
Date   Wed, 18 Oct 2006 09:58:57 -0500

Jeph Herrin <> 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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