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st: RE: -xtmixed- performance problem


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: -xtmixed- performance problem
Date   Sat, 11 Sep 2010 15:51:27 +0200

<>


There is a "Maximization" tab in 

*************
db xtmixed
*************

But it is much more likely that the slow iteration points to some problem
with the model you are trying to estimate. 

HTH
Martin


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Hobst
Sent: Samstag, 11. September 2010 14:28
To: statalist@hsphsun2.harvard.edu
Subject: st: -xtmixed- performance problem

Hello everybody

I want to run the following two-way error component regression in xtmixed,
with cluster robust standard errors

xtmixed y x1 x2 x3 x4 || _all: R.id || datevar:, mle residuals(, by(id))


Without the term residuals(,by(id)) the regression is very fast, but with
the the option included, it did only 2 iterations in 48h. 

Does anybody have any idea, what i could do to speed the regression up? Is
there maybe an option to decrease accuracy or something like that?

Thank you very much for your support.

Regards
Toby
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