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

RE: st: xtmelogit calculation time

From   "Matt Spittal" <>
To   <>
Subject   RE: st: xtmelogit calculation time
Date   Tue, 23 Sep 2008 10:10:09 +1000


In addition to Jeph's advice, you can decrease the calculation time of -xtmelogit- quite substantially by using the -laplace- option. The cost of this, however, is reduced accuracy, especially for the random effect parameters.  This shouldn't be a big deal for model building.  

-- Matt

-----Original Message-----
[]On Behalf Of Jeph Herrin
Sent: Tuesday, 23 September 2008 1:47 AM
Subject: Re: st: xtmelogit calculation time

You don't mention the number of observations and panels, but these
are at least as critical as the number of covariates and random
coefficients. -xtmelogit- will take a very long time to estimate
4 random coefficients if you do not have very many groups.

You may want to start with 1 random coefficient, and use the results
of that model as starting values for a model with 2 random coeffs,
and so on.


Changwoo Lee wrote:
> Hi all,
> I'm using xtmelogit with 50 covariates including 4 random coefficients. 
> Two days ago I ran it but I have only 'refining start values' on the 
> screen. I don't know if Stata still work or not. If it still work, how 
> much time should i wait for getting the results? Thanks in advance.
*   For searches and help try:

*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index