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Re: st: RE: -mean- vs -regress-


From   "Stas Kolenikov" <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: -mean- vs -regress-
Date   Wed, 30 May 2007 12:09:02 -0500

Well think of -regress- as a single line of Mata code -- even though
compiled, whatever you do with the means and variances, you would have
to have a few lines of code, which would translate into a bigger obj
file, etc.

On 5/30/07, Nick Cox <n.j.cox@durham.ac.uk> wrote:
-mean.ado- is a front end for -_svy_summarize.ado- whether you
have -svy- stuff or not. The latter poses an overhead
of interpretation that is more substantial than
that imposed by -regress.ado-, which is a front end for the
built-in -_regress-. I didn't inspect -_svy_summarize- closely,
but I suspect that is most of the answer.

Stas does not mention any comparison with any minimal mean
program that would use Mata to get a view on a variable
and then calculate the mean. My own experiments show that
I can't beat -regress- for this problem.

Nick
n.j.cox@durham.ac.uk

Stas Kolenikov

> 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-.

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--
Stas Kolenikov
http://stas.kolenikov.name
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