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