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st: How to make a code faster - alternatives to egen var = concat(vars) ?


From   "Tiago V. Pereira" <tiago.pereira@mbe.bio.br>
To   statalist@hsphsun2.harvard.edu
Subject   st: How to make a code faster - alternatives to egen var = concat(vars) ?
Date   Thu, 17 Jun 2010 15:51:54 +0300 (BRT)

Dear statalisters,

I am working on a stata code, and I need some advice.

I have n categorical variables that assumes values equal to 0, 1 or 2.  My
objective is to summarize a continuous variable (say, age) by all possible
combinations of these categorical variables.


For example, suppose I have 5 categorical variables (x1, x2, x3, x4 and x5):


sum age if x1==0&x2==0&x3==0&x4==0&x5==0

then

sum age if x1==0&x2==0&x3==0&x4==0&x5==1

then

sum age if x1==0&x2==0&x3==0&x4==0&x5==2

and so forth.


What I am doing is the following: (1) I generate a string of the
categorical variables

egen combination = concat(x1 x2 x3 x4 x5)

(2) convert them to numeric

encode combination, gene (y)

and loop over the values of the new variable y to summarize the continuous
variable

forvalues i = 1/`some_max_value' {

sum age if y=`i'

}

This naïve solution works very well for small samples (_N<1000) and small
number of categorical variables (5 to 7). But when I need investigate in a
larger sample with a larger number of categorical variables, this code is
highly inefficient (e.g. slow).

Do you have any suggestions to make this procedure faster in larger data
sets?

Thanks in advance!

Tiago




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