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st: Slow performance with mlogit

From   Mike Lacy <>
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.

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

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