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Re: st: Stata extremely slow on bsqreg and sqreg command


From   Abekah Nkrumah <ankrumah@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Stata extremely slow on bsqreg and sqreg command
Date   Mon, 6 Aug 2012 14:16:20 +0100

Dear Joao,

Initially qreg2 was not working, however I updated my stata as you
suggested and its now working good. Thanks very much for the advice,
am very grateful for the help

Regards

Gordon

On Sun, Aug 5, 2012 at 3:30 PM, Santos Silva, J.M.C. <jmcss@essex.ac.uk> wrote:
> Dear Gordon,
>
> With such large data set, and presumably many regressors, quantile regression
> will always be slow; bootstrapping  makes it even slower. So, you just have to wait
> a bit longer...
>
> Alternatively, instead of bsqreg you can use qreg2 (available from ssc). It won't do
> the simultaneous quantile estimator but there may be a way to avoid it. Feel free
> to contact me directly if you want to discuss this further.
>
> With best regards,
>
> Joao
>
>> Dear Statalist,
>>
>> I will appreciate your help on this. I am running the sqreg and bsqreg
>> command with 400 replications. I executed the command around 23:30 hrs
>> Saturday and it is now 09:43 hrs Sunday and the command is still
>> running. Please note: I have 160,000 observations (of course some of
>> the observations will drop due to differences in observations per
>> variable). I am using  Stata SE version 11 running on a Macbook Pro
>> with 2.26 GHZ Intel core 2 duo and memory 2GB
>>
>> Is there anything I can do to get the command to run faster
>>
>>
>> Regards
>>
>> Gordon
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