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st: -mean- vs -regress-

From   "Stas Kolenikov" <>
Subject   st: -mean- vs -regress-
Date   Wed, 30 May 2007 11:27:43 -0500

just a comment: I am running some simulations, and I see vividly in
the processor time spent that -regress- (with a single predictor) is
about five times faster than -mean-. One would think that estimating
the mean is simpler than estimating regression... at least that's what
we teach undergrads in our intro stat classes :)). It probably means
that Stata Corp. has perfected the matrix operations behind -regress-
while -mean- has received about 100 times less attention. So if you
need a sample mean (with a CI / variance estimate) of a single
variable, without the bells and whistles like -over-, you are better
off running -reg y- rather than -mean y-.

Stas Kolenikov
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