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st: CPU Usage around 5% with Stata/MP: how to increase the cpu load and make it faster?


From   ericf <arsenio.staer@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: CPU Usage around 5% with Stata/MP: how to increase the cpu load and make it faster?
Date   Sun, 26 Jun 2011 20:42:48 -0700 (PDT)

Dear all,

I have been doing some rolling regressions on the new i7 4 core machine with
8 gb with Stata/MP 4 cores and noticed a strange thing. The regressions
still take a long time, although all 4 cores seem to be used the overall
load in process explorer is around 5-10%. The ram is 1600 mhz, and it's on
ssd and i monitor the i/o there doesnt seem to be any bottleneck there. I
assume increasing the load on the processors would speed the rolling regs up
but i cant seem to find how. 

command:
rolling _b _se, window(250) saving(xtrc_panel_XSH_roll, replace): xtrc ret
curr_fund_dret

Data: 20 panels, 6000 replications in stata for 250 window. Basically a 250
day window rolling across say 15 years. Thee overall analysiis seems  to
take about  8 hours.

It doesnt seem to be dependable on the type of estimator, xtpcse or xtrc. 

Any advice would be greatly appreciated!

Thanks, 

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