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st: speed of GLLAMM


From   "Liberini, Federica" <F.Liberini@warwick.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: speed of GLLAMM
Date   Fri, 27 May 2011 16:33:27 +0100

I am trying to estimate a dynamic panel probit model with random
coefficient using GLLAMM and it is taking ages (I'm talking 3 iterations
of the log-likelihood in the last about 10 hours). Is this normal? Any
suggestion to speed this whole thing up? P.s.: I'm using Stata MP...

Many thanks
Best
Federica

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