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st: RE: sqreg VERY slow


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: sqreg VERY slow
Date   Sun, 22 Aug 2010 16:40:21 +0200

<>

This example takes 50 seconds per replication. 

***********
clear*
set mem 1G
set obs 1800000
d,s
gen x=4*rnormal()
gen x2=runiform()*10
gen y=2+x+2*x2+rnormal()
sqreg y x?, quantile(.25 .5 .75) reps(10)
***********


There is no guarantee that MP will make your command faster. -bsample-, for
instance, does not profit much, as you can see from page 40 of
http://www.stata.com/statamp/report.pdf


HTH
Martin

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Lim, Raymond
Sent: Sonntag, 22. August 2010 16:07
To: statalist@hsphsun2.harvard.edu
Subject: st: sqreg VERY slow

Hello Statalisters,
I'm running sqreq on 1.8 million observations using Stata-MP. It takes about
a week to run. Are there options that will speed it up? I tried wlister(50)
hoping the first set of iterations would make the second set of iterations
faster, but wlister just made it slower.

Thanks!
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