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Re: st: Slow performance with mlogit
At 03:25 PM 2/18/2007, Mike Lacy wrote:
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.
My first impulse was to add the -difficult- option, but alas it isn't
supported by -mlogit-. So, just for the heck of it, you might see if
-slogit- with the -dim- option fairs any better. Since you have 3
outcomes, you would have -dim(2)-. And, if that is slow, you could
try adding -difficult-. I'd also use the baseoutcome option so that
both mlogit and slogit were using the same base category.
I'd be pretty surprised if slogit was faster, but it won't hurt to try it.
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
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