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From |
Benjamin Volland <volland@econ.mpg.de> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Computation Speed for Bootstrapping |

Date |
Fri, 02 Dec 2011 12:08:02 +0100 |

Hi Danny, your most easy option is to follow Jeph's second suggestion. That is, run your estimation once on the full sample. Then use - matrix b = e(b) - and then simply re-use the same matrix as starting

You'll probably have to check whether this increases estimation speed

http://www.ats.ucla.edu/stat/stata/faq/ownboot.htm

Best, Ben On 01/12/2011 23:41, Danny Dan wrote:

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<stata@spandrel.net> 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/

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**Follow-Ups**:**Re: st: Computation Speed for Bootstrapping***From:*Danny Dan <danny2011dan@gmail.com>

**References**:**Re: st: Computation Speed for Bootstrapping***From:*Danny Dan <danny2011dan@gmail.com>

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