Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Slow performance with mlogit


From   Mike Lacy <Michael.Lacy@colostate.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Slow performance with mlogit
Date   Sun, 18 Feb 2007 13:25:24 -0700

I'm running -mlogit- on a large data file (N = about 165,000 cases), with 3 outcomes. -mlogit- has been quite slow, taking several minutes for some models. So, for a comparison, I ran a model with 6 covariate, which required about 10 seconds of wall-clock in Stata (v9.2, under Win XP) but only about 1/4 second in SPSS. The SPSS coefficient estimates were identical to at least 4 or 5 significant digits to Stata's results, even though SPSS took a few more iterations. I have had other mlogit models with large N perform quite poorly in Stata as compared to SPSS. This seems a strange and unreasonable difference to me, and while 10 sec. vs. 1/4 sec for this particular model is not a big deal, several minutes for other models estimates in Stata is. Is there anything I might be able to "tune" in Stata here? The issue appears to be the time per iteration, not factors affecting the number of iterations required.

Regards,
=-=-=-=-=-=-=-=-=-=-=-=-=
Mike Lacy
Fort Collins CO USA
(970) 491-6721 office






*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/




© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index