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


From   Richard Herron <richard.c.herron@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: SAS vs STATA : why is xtlogit SO slow ?
Date   Thu, 2 Feb 2012 10:40:34 -0500

Have you tried setting an initial estimate with -from()-? It looks
like the optimizer can't move off its first estimate. What happens if
you put the SAS results (or at least the same signs as SAS results) as
a first estimate in -from()-?

On Wed, Feb 1, 2012 at 12:58,  <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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