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Re: st: RE: sqreg VERY slow


From   Steve Samuels <sjsamuels@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: sqreg VERY slow
Date   Sun, 22 Aug 2010 14:01:18 -0400

Raymond Lim:

Running the analysis on all 1.8 million observations at one time might
well be unwise or unnecessary, depending on the purpose of your
investigation and on what you've learned about the model from prior
analyses.

Steve

Steven Samuels
sjsamuels@gmail.com
18 Cantine's Island
Saugerties NY 12477
USA
Voice: 845-246-0774
Fax:    206-202-4783


On Sun, Aug 22, 2010 at 10:40 AM, Martin Weiss <martin.weiss1@gmx.de> wrote:
>
> <>
>
> 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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