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RE: st: increasing time burden during resampling


From   "Feiveson, Alan H. (JSC-SK311)" <alan.h.feiveson@nasa.gov>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: increasing time burden during resampling
Date   Mon, 28 Dec 2009 10:55:08 -0600

Martin - I used "/m170" in the properties of the Stata 11 shortcut. Are you suggesting I make this smaller instead of larger, to make more room for computations? But why do the same computations take more and more memory? Something must be generated by -test- that clogs up the memory and doesn't get cleared.


Westfall, P. H. and Young, S. S, 1993. Resampling-Based Multiple Testing. New York: John Wiley & Sons, Inc

Al

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Martin Weiss
Sent: Monday, December 28, 2009 10:32 AM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: increasing time burden during resampling

<>

"as described in Westfall & Young's text"

Is this a well-known text?

"I tried increasing the memory allocated to Stata, but that didn't seem to help"

How exactly did you do that? If it was done using -set mem-, it only increases the memory available to the data, which, if I understand correctly, did not increase during your iterations. The unnecessarily increased space for data will decrease the one available for Stata`s computations.

HTH
Martin

-------- Original-Nachricht --------
> Datum: Mon, 28 Dec 2009 10:18:52 -0600
> Von: "Feiveson, Alan H. (JSC-SK311)" <alan.h.feiveson@nasa.gov>
> An: "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
> Betreff: st: increasing time burden during resampling

> Hi - I am running Stata 11 on Windows XP and I am implementing a form of
> multiple testing using a resampling method as described in Westfall &
> Young's text. Basically, for each iteration the method is: 
> 
> 1)resample the data modified to a joint null situation (I use the Stata
> -bs- command for this) 
> 2) fit a model to the resampled modified data 
> 3) do a bunch of tests using -test-  
> 4) save the test results.
> 
> These operations are identical for each iteration, yet the time per
> iteration increases roughly linearly until it becomes prohibitive to continue. 
> 
> If I stop after a given number of iterations, I must close out all Stata
> processes before starting again, else the bogged down state still holds.
> 
> Previous versions of this that used the estimated coefficients and
> standard errors without -test- didn't seem to have this problem. So I suspect it
> has something to do with repeated use of the -test- command. Maybe something
> needs to be reset or cleared after each iteration?
> 
> I tried increasing the memory allocated to Stata, but that didn't seem to
> help. I would appreciate any suggestions for improving efficiency here.
> 
> 
> Al Feiveson
> 
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