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Re: st: xtlogit is slow


From   "Tim Wade" <wadetj@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xtlogit is slow
Date   Wed, 9 Jul 2008 08:36:41 -0400

I have also noticed that SAS runs various binary type regression
models with complex error structures (though not standard logistic
regression) much faster than Stata for the medium-large data sets I
work with (approx 20,000 observations, 50 variables). Though I can't
recall the specific models now, when I get a chance, I document this
and summarize for the list.

Tim



On Wed, Jul 9, 2008 at 7:26 AM, Mitchell F. Berman <mfb1@columbia.edu> wrote:
> 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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