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From |
Stas Kolenikov <skolenik@gmail.com> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
Re: st: speeding up qreg |

Date |
Fri, 14 Jun 2013 15:56:38 -0500 |

=== separate_qreg.do === args q postfile topost double q coef using qreg_`q'.dta, replace qreg cost group_a `list of fixed-effects' , quantile(`q') post topost (`q') (_b[group_a]) === EOF === clear forval x=.1(.1).9 { ! stata -b do separate_qreg `q' } * wait one day forval x=.1(.1).9 { append using qreg_`q'.dta } line coef q -- Stas Kolenikov, PhD, PStat (SSC) -- Senior Survey Statistician, Abt SRBI -- Opinions stated in this email are mine only, and do not reflect the position of my employer -- http://stas.kolenikov.name On Fri, Jun 14, 2013 at 9:28 AM, Kuziemko, Ilyana <ik2216@columbia.edu> wrote: > Hi, > > I am trying to estimate the difference in the cost distributions of two > different groups (group_a and group_b) for several different percentiles. > The only complication is that I need to control for about 280 fixed > effects, so I want the difference in the distributions netting out these > effects. I have about 1.4 million observations. > > Right now, I am estimating: > > forval x=.1(.1).9 { > qreg cost group_a `list of fixed-effects' , quantile(`x') > } > > Then I'll plot the _b[group_a] values for each value of `x'. > > Is there a way to speed up this calculation (which is currently taking > forever)? I just want to give a rough sense of where in the distribution > the cost differences between these two groups are largest. I am not going > to use the standard errors at all and wonder if, perhaps, there was a way > to speed up the regression in that case. > > Many thanks, ilyana > > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/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/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**References**:**st: speeding up qreg***From:*"Kuziemko, Ilyana" <ik2216@columbia.edu>

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