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RE: st: glm executes very very slow


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: glm executes very very slow
Date   Wed, 7 Jul 2010 19:21:44 +0100

As I understand it there are two hypotheses on the table for "very very slow": 

1. A bug in -glm-. 
2. The complexity of your model. 

I put all my notional money on #2. 

But regardless of that, how many parameters are you estimating here? 

There's a kind of common presumption here that more experienced Stata users acquire some sort of Stata genius that allows them to diagnose remote problems with astounding acuteness. Not really; they're just more experienced and remember some of the mistakes they have made themselves. 

All this relatively experienced Stata user sees here is 

1. a complicated command 
2. references to a dataset I can not experiment with
3. -svy-, which is usually a sign of difficulties. 

So remote diagnosis is difficult. 

What you could do is experiment with a much simpler version of your model just to see if it too runs very slowly. 

Nick 
n.j.cox@durham.ac.uk 

G. Dai

maybe. The r`i'cenreg only take values with 1, 2, 3,4 , and 5.

On Wed, Jul 7, 2010 at 11:03 AM, Nick Cox <n.j.cox@durham.ac.uk> wrote:

> I very much doubt the idea of a bug in -glm-. The point is that your syntax change is not at all trivial: it could mean many fewer parameters to estimate. Otherwise put, the issue is almost certainly the difficulty of fitting your model, rather than the size of the dataset or any problem in Stata.

G. Dai

> For reference only, if i replace  i.r`i'cenreg with r`i'cenreg, the
> glm command runs through. but I don't know why. Maybe a bug with glm?
>
> On Wed, Jul 7, 2010 at 10:17 AM, G. Dai <dgecon@gmail.com> wrote:
>> FYI, the dataset is about 50m with obs about 4000.
>>
>> On Wed, Jul 7, 2010 at 9:03 AM, G. Dai <dgecon@gmail.com> wrote:
>>> hi all,
>>> I guess it might be useful to open a new thread for my problem.
>>>
>>> I'm using glm command to estimate a fraction probit model.
>>> however, when the do file goes to the following glm estimation,
>>> it becomes very very slow. actually, it took me hours to finish the estimation.
>>>
>>> I tried it on STATA SE 11.1 in a MAC and on STATA MP 11.0 in the department
>>> server.
>>>
>>> any help is appreciated.
>>>
>>> Guang
>>>
>>> ************************excerpt begins******************
>>> svy: glm   r`i'pin r`i'`x'nhu /*parental NH stay experience*/
>>>               h`i'itot h`i'atotf /*income and financial wealth*/
>>>               r`i'conde r`i'adlsa r`i'iadlsa /*health condition and status*/
>>>               r`i'nrshom /*past NH experience*/
>>>               raedyrs  r`i'agey_b  ragender /*identity*/
>>>               h`i'child r`i'hiltc /*health insurance and children*/
>>>               i.r`i'cenreg,fam(bi 1) link(probit);
>>> ***********************excerpt ends*****************
>>> Note, where r`i'pin is the fractional variable ranges from 0 to
>>> 1,which massive point at 0.

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