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Re: st: -xtmixed- performance problem


From   Morten Hesse <mh@crf.au.dk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: -xtmixed- performance problem
Date   Sat, 11 Sep 2010 16:58:41 +0200

I guess there is nothing to do, but to enter the x-variables one at a time, and see if any of those cause the problem.
Greetings
Morten

Den 11-09-2010 16:26, Tobias Friedli skrev:
Hi Morten

I have 320 id's and 12 observations per id. Do you think that is too much? Is there any other method to get robust standard errors? It works without any problem in xtreg, re but there i cant estimate the crossed effects model.

Thanks for your help,
Toby


On 11.09.2010, at 16:14, Morten Hesse wrote:

Hello Toby
How many observations do you have for each id? If there aren't too many, maybe you are asking too much of the model.

Den 11-09-2010 14:28, Hobst skrev:
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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