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st: Re: RE: fastgini -- not so fast

From   "Zurab Sajaia" <>
To   <>
Subject   st: Re: RE: fastgini -- not so fast
Date   Sat, 17 Feb 2007 17:37:03 -0500

Thanks alot to Kit and Nick for clarifying the source of problem. I've to admit I keep forgetting to put the version statement assuming everybody should have the Stata 9 ...

As for Forouzan's other question about the grouped data. When option -bin(#)- is used with -fastgini- it first aggregates data into # number of groups and calculates Gini on that group level, that's what we refer to as `approximate calculation' in the help. Both, Gini itself and jk standard errors will differ from the ones calculated using the original, ungrouped data but my claim was that for large number of original observations (3-4M) and around 100,000 bins, these approximations should be quite close to the exact ones while being much faster (thus the name 'fastgini').


----- Original Message ----- From: "Nick Cox" <>
To: <>
Sent: Saturday, February 17, 2007 9:46 AM
Subject: st: RE: fastgini -- not so fast

Just to spell out:

1. The answer to Forouzan is that you cannot use
this program without upgrading to Stata 9.

2. A principle for everybody, from the Statalist FAQ,
is "The current version of Stata is 9. Please specify
if you are using an earlier version; otherwise, the
answer to your question is likely to refer to commands
or features unavailable to you."


Kit Baum

Fourozan said

Dear all,
Regarding "fastgini" that was mentioned by Zurab,

What does this error mean and how can I fix it?
fastgini income [w=weight], jk
unrecognized command:  mata
(error occurred while loading fastgini.ado)"

It means that you are running Stata 8.x, not Stata 9.x.

Against my better judgement I accepted fastgini for SSC without
demanding a version statement, as I rationalized that as the routine
invokes Mata it was obvious that it needed version 9. But Stata
doesn't know that until you try to invoke Mata. I have asked Zurab to
submit a new copy of fastgini with the appropriate version statement.

Routines submitted to the SSC Archive should always contain version
statements in the code, as that information is highlighted in ssc
whatsnew to indicate whether a user can make use of a particular
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