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Re: st: xt: unit-specific trends
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: xt: unit-specific trends
Date
Thu, 19 Apr 2012 00:56:24 +0100
If a total task takes 3-4 minutes, dots to show progress are
pointless, in my view.
-egen- is for convenience. Writing -egen- will not speed up; it will
just slow things down. Nick
2012/4/19 László Sándor <[email protected]>:
> Or a quick idea: Shall I write an -egen- extension instead? Or all
> benefits would come from its byability anyway?
>
> 2012/4/18 László Sándor <[email protected]>:
>> Let me get back to this now that I know how fast I am doing using -_dots-.
>>
>> Now I know it takes 3-4 minutes to loop through 200 cases while all I
>> do each time is a trivial regression on 4-7 observations and
>> predicting the residuals.
>>
>> I would greatly welcome suggestions on how to speed this up relative
>> to the code below. Most likely checking all cases for the -if-
>> condition when only few would satisfy and they could come in blocks
>> after a single sort could help things but I am out of ideas how to do
>> that. Making the code "byable" would at least use some features of MP?
>>
>> Thanks!
>>
>> Laszlo
>>
>> sum nid, d
>> _dots 0
>> forval i = 1/`r(max)' {
>> foreach v of varlist assets liabs netassets koejd {
>> cap reg `v' year post if nid == `i'
>> if _rc == 0 {
>> predict resid, resid
>> qui replace r`v' = resid + _b[post]*post if e(sample)
>> drop resid
>> }
>> }
>> _dots `i' 0
>> }
>>
>> 2012/4/13 László Sándor <[email protected]>:
>>> Hi all,
>>>
>>> I am trying to demean and detrend my panel data allowing for unit
>>> specific trends (using Stata 11.0 MP for Windows). I found some
>>> previous posts about this, but I am not satisfied with the speed of
>>> the solutions. I would be most happy with a "byable" solution, like
>>> this pseudocode:
>>>
>>> bys id: {
>>> reg var t
>>> pred dtrended_var, res
>>> }
>>>
>>> I know this is not possible. However, looping through my ids and if
>>> conditions is not feasible either (or I collect them into a local with
>>> -levelsof-?). Actually, with all the if conditions, it is not
>>> attractive either, let alone feasible. (Or if I sort by id, I can use
>>> in conditions in the balanced subset, which I presume to be much
>>> faster?)
>>>
>>> Or shall I just loop over a new id that will be consecutive integers
>>> if I -egen, group- the old id (or do the same with ins)?
>>>
>>> I had some hopes about -xtdata- or -areg-, but to no avail. Yet I look
>>> for some guidance on doing this the right way, if even the simple
>>> -areg- could have been made faster by "orders of magnitude" from Stata
>>> 11 to 12…
>>>
>>> Thank you for any thoughts,
>>>
>>> Laszlo
>>>
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>
> *
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