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RE: st: xtmelogit calculation time


From   "Matt Spittal" <Matt.Spittal@cancervic.org.au>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: xtmelogit calculation time
Date   Tue, 23 Sep 2008 10:10:09 +1000

Changwoo,

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
matt.spittal@cancervic.org.au


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Jeph Herrin
Sent: Tuesday, 23 September 2008 1:47 AM
To: statalist@hsphsun2.harvard.edu
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.

hth,
Jeph


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.
> 
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