Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: xtlogit is slow


From   "Mitchell F. Berman" <mfb1@columbia.edu>
To   Stata List Server <statalist@hsphsun2.harvard.edu>
Subject   st: xtlogit is slow
Date   Sun, 06 Jul 2008 07:15:44 -0400

Stata List Users:

I've noticed that xtlogit is slow compared to SAS genmod to get logistic regressions using an exchangeable correlation model. For large data sets (300,000 rows-15 variables) xtlogit takes 45 minutes, SAS takes 1.5 minutes. The results are identical.

Is there any way to speed this up? There was a post a few years back that suggested changing the number of points used in the approximation to the integral.

Does anyone know how to do that or other ways to speed up xtlogit?

Thanks in advance.

Mitchell Berman
Columbia University
New York
*
* 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/




© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index