SAS GENMOD is using GEE. Intergration is only needed for random effects (re) models so altering the number of integration points shuld change nothing.
You can get a GEE in -xtlogit- by using the population averaged option, which should be pretty quick. You could also try -xtgee-. I am really surprised Stata is taking so long and suspect you're asking for the re solution. If not, something's funny.
-----Original Message-----
From: "Mitchell F. Berman" <[email protected]>
To: "Stata List Server" <[email protected]>
Sent: 7/6/2008 7:15 AM
Subject: st: xtlogit is slow
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
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