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Re: st: speed of GLLAMM

From   Maarten Buis <>
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
<> (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 L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
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