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st: Quantile regression runtimes


From   Jacob Felson <felsonj@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Quantile regression runtimes
Date   Sat, 5 Jun 2010 15:03:31 -0400

I'm curious about the runtimes for quantile regression.  I am running
decile regressions (.1, .2, .3, .4, .5, .6, .7, .8, and .9) on a very
large dataset (the Census' 2008 American Community Survey 1% samples).
 Runtimes generally decrease as deciles increase:


Runtimes are in minutes

.1    74.27413
.2   34.95253
.3     13.1072
.4    8.738133
.5    8.738133
.6   4.369067
.7     6.5536
.8    8.738133


I'm very curious -- why is the runtime for .1 regression so much
higher than for .2?  And what might explain the general pattern of
these runtimes?


Thanks,

Jacob Felson
Assistant Professor
Department of Sociology
William Paterson University
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