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From |
László Sándor <sandorl@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: xt: unit-specific trends |

Date |
Wed, 18 Apr 2012 20:06:27 -0400 |

Thanks, Nick, I left out a crucial part: I need to run it for observations in the 10K magnitude (full sample: 400K, but I also try to sample down). I just had the 200 / 4 mins as a measure of speed. I would really love to see this speed up. So I should make the residual-generation a separate command, and make it byable (but no egen), then? Any other trick up your sleeve? Gratefully, as always, Laszlo On Wed, Apr 18, 2012 at 7:56 PM, Nick Cox <njcoxstata@gmail.com> wrote: > 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 <sandorl@gmail.com>: >> 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 <sandorl@gmail.com>: >>> 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 <sandorl@gmail.com>: >>>> 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 >>>> >>>> * >>>> * 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/ > > * > * 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/

**Follow-Ups**:**Re: st: xt: unit-specific trends***From:*László Sándor <sandorl@gmail.com>

**References**:**st: xt: unit-specific trends***From:*László Sándor <sandorl@gmail.com>

**Re: st: xt: unit-specific trends***From:*László Sándor <sandorl@gmail.com>

**Re: st: xt: unit-specific trends***From:*László Sándor <sandorl@gmail.com>

**Re: st: xt: unit-specific trends***From:*Nick Cox <njcoxstata@gmail.com>

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