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Re: RE: st: dprobit/nocons/mfx question


From   "Martin Weiss" <Martin.Weiss1@gmx.de>
To   statalist@hsphsun2.harvard.edu
Subject   Re: RE: st: dprobit/nocons/mfx question
Date   Fri, 20 Mar 2009 15:58:19 +0100

<>

Could the benefits of faster marginal effects be made available to avid -logit- users such as Maarten via a, tentatively named -dlogit-? That would restore the symmetry in my view...

HTH
Martin 
-------- Original-Nachricht --------
> Datum: Fri, 20 Mar 2009 14:34:50 -0000
> Von: "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
> An: statalist@hsphsun2.harvard.edu
> Betreff: RE: st: dprobit/nocons/mfx question

> Some off-list discussion with Kit Baum reveals a very compelling reason
> for retaining -dprobit- as a documented command:  it is *much* faster
> than -mfx-.
> 
> An example with the toy auto dataset is below.  -dprobit- is 30x faster.
> I'm using IC Stata 10.1 and a nothing-special wintel desktop machine.
> 
> Kit made a very good point, which is that this suggests there is a good
> case for asking StataCorp to tweak -mfx- so that it spots it is dealing
> with -probit- and can do whatever it is that -dprobit- does to get the
> marginal effects so much faster.
> 
> --Mark
> 
> . sysuse auto
> (1978 Automobile Data)
> 
> . 
> . timer clear
> 
> . timer on 1
> 
> . forvalues i=1/100 {
>   2.         qui dprobit foreign weight turn trunk mpg
>   3. }
> 
> . timer off 1
> 
> . timer list
>    1:      0.61 /        1 =       0.6100
> 
> . 
> . timer on 2
> 
> . forvalues i=1/100 {
>   2.         qui probit foreign weight turn trunk mpg
>   3.         qui mfx
>   4. }
> 
> . timer off 2
> 
> . timer list
>    1:      0.61 /        1 =       0.6100
>    2:     19.45 /        1 =      19.4530
> 
> 
> > -----Original Message-----
> > From: owner-statalist@hsphsun2.harvard.edu 
> > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> > Maarten buis
> > Sent: Friday, March 20, 2009 9:01 AM
> > To: statalist@hsphsun2.harvard.edu
> > Subject: Re: st: dprobit/nocons/mfx question
> > 
> > 
> > --- On Thu, 19/3/09, Martin Weiss wrote:
> > > How strong a case is there for the continued existence of
> > > -dprobit-? Somehow, it creates more problems than it
> > > solves...
> > 
> > The case for keeping -dprobit- is a case for backward 
> > compatability, which is one of the strong points of Stata.
> > To maintain backward compatability, you should be very 
> > careful about dropping a command. Basicly you should only
> > do so if it gives truely wrong results, and that is not the
> > case with -dprobit-. An altarnative to dropping the command
> > would be to depreciate it to an undocumented command (see: 
> > -help undocumented-). That may not be a bad idea, but than
> > again, I usually use -logit- rather than -probit- so I 
> > wouldn't notice anyhow.
> > 
> > -- Maarten
> > 
> > -----------------------------------------
> > Maarten L. Buis
> > Institut fuer Soziologie
> > Universitaet Tuebingen
> > Wilhelmstrasse 36
> > 72074 Tuebingen
> > Germany
> > 
> > http://home.fsw.vu.nl/m.buis/
> > -----------------------------------------
> > 
> > 
> > 
> > 
> >       
> > 
> > *
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> > *   http://www.stata.com/support/statalist/faq
> > *   http://www.ats.ucla.edu/stat/stata/
> > 
> 
> 
> -- 
> Heriot-Watt University is a Scottish charity
> registered under charity number SC000278.
> 
> 
> *
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-- 
Martin Weiss
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