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Re: st: SAS vs STATA : why is xtlogit SO slow ?


From   Amir Sariaslan <amir.sariaslan@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: SAS vs STATA : why is xtlogit SO slow ?
Date   Thu, 2 Feb 2012 01:25:25 +0100

Francesco,

If I'm not mistaken, the SAS syntax generates cluster-robust standard
errors - not fixed effects logistic regression. The equivalent syntax
in Stata would thus be: -logit depvar indepvar, cluster(clustervar)
or-. For further information as to the differences between the models,
see: http://repec.org/usug2007/crse.pdf

Amir

On Wed, Feb 1, 2012 at 6:58 PM,  <k7br@gmx.fr> wrote:
> Dear Statalist,
>
> I have a very large panel dataset (about 7mo observations, 70 000
> individuals, 50 points on average per individual) and I tried
> desperately to estimate a fixed effect logit using : xtlogit, fe with
> Stata...
> Unfortunately the log likelihood never converge and stops at iteration
> 1 or 2 saying that the matrix is not semi definite positive...
> (Iteration 0:   log likelihood =    -1.#INF , etc)
>
> However when I try with SAS (using proc Logistic with the strata
> option) the computation is quite long (more than one hour) but at
> least I can see the results...
>
> My question is : how is that possible ? I believed that storing the
> database into the RAM (as STATA do) would speed computations... and I
> would love to use xtlogit (or clogit) instead of using SAS...
>
> any idea ?
>
> Many thanks,
>
> Francesco
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