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From |
wgould@stata.com (William Gould, StataCorp LP) |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: stata 10 mp2 vs stata9 |

Date |
Fri, 24 Aug 2007 15:22:57 -0500 |

Al Feiveson <alan.h.feiveson@nasa.gov> reports, > Stata 9 (IC) > . forvalues i=1/100000 { > 2. timer on 1 > 3. quietly regress price weight > 4. timer off 1 > 5. } > . > . timer list 1 > 1: 21.64 / 100000 = 0.0002 > Stata 10 (IC) > . forvalues i=1/100000 { > 2. timer on 1 > 3. quietly regress price weight > 4. timer off 1 > 5. } > > . > . timer list 1 > 1: 27.53 / 100000 = 0.0003 and Thomas Steichen <steicht@rjrt.com> reports similar results, > Stata 9 (SE): 1: 21.77 / 100000 = 0.0002 > Stata 10 (SE): 1: 27.70 / 100000 = 0.0003 and, before others do the same timing, let me say that we at StataCorp obtain similar results. On the face of it, the above timings suggest Stata 10 is 27% slower than Stata 9. These timing are, however, misleading as they are dominated by a minor change that was made to regress.ado between Stata 9 and Stata 10 and what was discovered is that this minor change adds about .000059 seconds to the execution of regress.ado. Most importantly, this addition is independent of problem size. In 100,000 replications done above, the additional execution time was a fixed 5.9 seconds. If we used larger and larger regession problems, even one that took 10,000.00 seconds to estimate 100,000 times, the difference would still be 5.9 seconds; 10,005.90 seconds for Stata 10 and 10,000.00 for Stata 9. Actually, in this case we can skip the ado-file altogether. Run the following: . forvalues i=1/100000 { 2. timer on 1 3. quietly _regress price weight 4. timer off 1 5. } Note the underscore as the first character of _regress. _regress runs the internal regression command, skipping the ado-file (which calls _regress). We ran the above on three different Windows computers here, and got the same timings for Stata 9 and Stata 10. We have no doubts that you can find problems where Stata 10 is significantly, even 27% slower than than Stata 9. You can similarly find problems where Stata 10 is 27% faster. Our timings on a much broader suite of problems suggests to us that most users will find that Stata 10 is faster than Stata 9 on average. -regress- is an unusual case because of the additional fixed cost of running regress.ado. At StataCorp, we worry about fixed costs -- the portion of time that is independent of problem size -- but we worry more about about the portion of time that is dependent on problem size because, in the real world, that is where most of the time goes. Thus, when we test, we do not test on 72 observations with two variables; we prefer thousands of observations and hundreds of variables. This thread started when Jetian Sheu <jtsheu@mail.cgu.edu.tw> reported that Stata 10 ran slower than Stata 9 on his computer, but provided no details. When Jetian Sheu made that post, we contacted him privately so that we could duplicate his results. He has yet to respond to us. Right now, we do not know what the cause of Jetian's finding might be or even if it is indicative of a problem. -- Bill -- Vince wgould@stata.com vwiggins@stata.com P.S. -regress- is an even odder problem than we suspected. We noted in the above post that we got the same timings in Stata 9 and Stata 10 under Windows. When we ran under Linux, however, on two different we got Stata 9 being a little (3, maybe 5%) faster than Stata 10, and that surprised us. It may mean nothing, but we will be exploring the problem. <end> * * 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/

**Follow-Ups**:**RE: st: stata 10 mp2 vs stata9***From:*"Jitian Sheu" <jtsheu@mail.cgu.edu.tw>

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