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From |
"Feiveson, Alan H. (JSC-SK311)" <alan.h.feiveson@nasa.gov> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: Re: increasing time burden during resampling |

Date |
Tue, 29 Dec 2009 09:19:52 -0600 |

Joseph - Thanks for your suggestion, but I don't think it's -bs-. I tested to see what would happen if I didn't resample at all, but kept estimating and testing on the original data - same problem. In this test program, I also took out all the -lincoms- and -test- commands and just redid the estimation. There was still a very small increase in execution time with iteration number, but nowhere near what it was before. Al -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Joseph Coveney Sent: Monday, December 28, 2009 9:12 PM To: statalist@hsphsun2.harvard.edu Subject: st: Re: increasing time burden during resampling Al Feiveson wrote: 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. -------------------------------------------------------------------------------- Could the problem lie with -bs-? I think that -bs- keeps track of the original configuration of the dataset with pointers or hidden variables or something. If, between iterations, you're not allowing -bs- to restore the original configuration, then these pointers, hidden variables or whatever will cumulate linearly with each iteration and tie up resources. It looks like you've already done the Westfall-Young "maxT" (previous versions using only coefficients and their standard errors) and are now going for their "minP" (current version using -test- results). Is adding -test- to the routine the only change, or could there also be some difference in how -bs- is used, e.g., by making changes to the dataset (saving model results in the dataset via, say, -estimates-) before -bs- has had the chance to restore the dataset and release resources used in keeping track of its original configuration? Joseph Coveney * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**st: Re: increasing time burden during resampling***From:*"Joseph Coveney" <jcoveney@bigplanet.com>

**References**:**st: increasing time burden during resampling***From:*"Feiveson, Alan H. (JSC-SK311)" <alan.h.feiveson@nasa.gov>

**st: Re: increasing time burden during resampling***From:*"Joseph Coveney" <jcoveney@bigplanet.com>

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