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Re: st: speed of GLLAMM


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: speed of GLLAMM
Date   Fri, 27 May 2011 17:44:07 +0200

On Fri, May 27, 2011 at 5:33 PM, Liberini, Federica wrote:
> 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...

That is normal (see for example the entry for -gllamm- in this
statalist glossary
<http://www.stata.com/statalist/archive/2011-01/msg00003.html> (also
see the entry for jokes))

Sometimes it is possible to gain speed by -contract-ing your dataset,
and use fweights. This is typically the case when all the variables in
your model are categorical.

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany


http://www.maartenbuis.nl
--------------------------
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