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


From   Jeph Herrin <junk@spandrel.net>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: stcox, shared() takes hours?
Date   Wed, 18 Oct 2006 12:37:09 -0400

Thanks. I've estimated these models before (with many fewer -id-s)
not noticed them taking any time at all.

cheers,
Jeph


Roberto G. Gutierrez, StataCorp wrote:
Jeph Herrin <junk@spandrel.net> 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.

--Bobby
rgutierrez@stata.com
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