Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Clustered errors without saving data in pagefile

From   v van kervel <>
Subject   st: Clustered errors without saving data in pagefile
Date   Sat, 24 Sep 2011 12:18:33 -0700 (PDT)

Dear Statalist, 

I have a 25Gb dataset. A simple regression (regress) takes about 15 seconds
to run. However, when I specify clustered (or robust/ newey west) SEs, it
takes 1,5 hours. 

I believe the reason is that first the data in memory is copied to the
harddisk in a temporary pagefile, then the robust SEs are calculated and
saved, and finally the dataset is read into memory again. This is extremely
time consuming.

My question: Can I obtain clustered errors without copying the data in
memory to the hard disk? 

I have 40Gb Ram memory, so I expect this is enough space to do the
calculations in Ram memory only. 

Thank you, 

V van Kervel

View this message in context:
Sent from the Statalist mailing list archive at
*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index