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RE: st: xtlogit is slow


From   "Mitchell F. Berman" <mfb1@columbia.edu>
To   Stata List Server <statalist@hsphsun2.harvard.edu>
Subject   RE: st: xtlogit is slow
Date   Wed, 09 Jul 2008 07:26:01 -0400

Thank you to Joseph for that ado file to test xtlogit, and to Dave for also checking the timing.
This data set took 1.5 minutes on my computer, so the issue must be related to my data set.

I don't understand the numerical methods well enough to know whether unbalancing in the panel variable affects the process. I have 2420 groups with between 1 and 2609 observations per group; avg 107. Dave's groups are more balanced.

Standard logistic regression runs in seconds on my data-- though because the method is entirely different, this probably means little.

I will check the link provided by Maarten-- perhaps there is some real difference between SAS and Stata concerning the methods. Stata has a de-identified version of my data set. I'm waiting to hear back.

Mitchell Berman
Columbia University





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