Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


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

Re: st: Computation Speed for Bootstrapping


From   Danny Dan <[email protected]>
To   [email protected]
Subject   Re: st: Computation Speed for Bootstrapping
Date   Thu, 1 Dec 2011 16:41:39 -0600

Thank you so much for the answer Jeph. However, I do not know how to
write the code as mentioned in your reply. If you can give me further
insight that would be really helpful.

Thanks once again.

On Sun, Nov 27, 2011 at 10:06 AM, Jeph Herrin <[email protected]> wrote:
> 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/

*
*   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 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index