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 at the end of May, and its replacement, statalist.org is already up and running.


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

Re: st: Computation Speed for Bootstrapping


From   Jeph Herrin <stata@spandrel.net>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Computation Speed for Bootstrapping
Date   Sun, 27 Nov 2011 11:06:55 -0500

One trick is to re-use the estimation from each model as the starting values
for the next one. So after calling xtprobit, save the matrix e(b) and then
use it with the -from(b)- option.

   xtprobit ...
   matrix b=e(b)
   xtprobit ...., from(b)

But to do this, I think you'll have to write your own bootstrap code (not too difficult).
Or you may get by with using -bootstrap:-, if you reuse the same matrix for each
bootstrap.

Hope this helps,
Jeph


On 11/26/2011 10:31 PM, Danny Dan wrote:
Dear All,

How to increase computation speed while generating standard errors
using bootstrapping for panel data probit model (xtprobit,
vce(bootstrap))?

Reduction in the number of replications (reps()) is of no help.

Please let me know.

Thank you,

Regards,

Malini
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


-----
No virus found in this message.
Checked by AVG - www.avg.com
Version: 2012.0.1873 / Virus Database: 2101/4642 - Release Date: 11/27/11



*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index