Thanks to Stas, Sergei and Michael for some tips on
speeding up things. Sergei's suggestion of a plugin
falls victim to what Kit points out is the limitation of
plugins - I'm running 64-bit Stata on 64-bit XP, so
his plugin won't help me.
In fact, since I develop a lot of code on my 32-bit desktop
before running on the 64-bit machine, it's hardly worth
my while to write my own plugins, even as a former C
programmer.
However, Kit has inspired me to try my hand at a Mata
solution.
thanks to all,
Jeph
Michael Blasnik wrote:
...
You can gain some speed in regular Stata code by not generating a 
separate variable just to count the number of non-missings:
bysort rep78: gen mean=sum(price)/sum(price<.)
by rep78: keep if _n==_N
On my machine, this reduces the time required for the corrected Stas 
code from 17.3 to 13.8 s.
Michael Blasnik
----- Original Message ----- From: "Sergiy Radyakin" 
<[email protected]>
To: <[email protected]>
Sent: Friday, April 25, 2008 9:12 PM
Subject: Re: st: speed question: -collapse- vs -egen-
Hello All!
Jeph has asked about an efficient way of creating a dataset with means
of one variable over the categories of another variable. He suggested
two possible solutions and Stas added a third one.
Below I report performance of each of these methods and compare it
with the fourth: a plugin.
I use an expanded version of auto.dta and tabulate mean {price} by
different levels of {rep78}.
1. All methods resulted in the following table of results*
   meanprice   rep78
      4564.5       1
    5967.625       2
    6429.233       3
      6071.5       4
        5913       5
2. The timing is as follows (Stata SE, Windows Server 2003, 32-bit)
  1:     33.80 /        1 =      33.7960
  2:     31.22 /        1 =      31.2190
  3:     21.33 /        1 =      21.3280
  4:      5.58 /        1 =       5.5780
<snip>
*
*   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/
*
*   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/