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st: RE: Run time for random effects Poisson model


From   "Jacobs, David" <[email protected]>
To   "'[email protected]'" <[email protected]>
Subject   st: RE: Run time for random effects Poisson model
Date   Wed, 18 Sep 2013 19:53:40 +0000

In case no one replied, I think something's wrong because your runs should not take that long.  

I'd start by finding out if some of your explanatory variables differ by huge amounts.  Count estimators don't seem to handle a situation in which some variables are proportions constrained between zero and one, while other explanatory variables are like the population of cities and vary between say 50,000 and 8,000,000.  Huge differences like this stop count models from converging.

Dave Jacobs

-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Owen Gallupe
Sent: Tuesday, September 17, 2013 7:42 PM
To: [email protected]
Subject: st: Run time for random effects Poisson model

Hi,

I'm hoping someone could give me an educated guess on how long it would take to run random effects Poisson model with 7 random coefficients.

There are about 2500 cases and 20 IVs at level 1 (more details at bottom).

I already aborted one attempt after about an hour when I figured something must have gone wrong. But I did some research and I was clearly just being impatient. However, now I am nearly 15 hours in and it still appears to be chugging along.

Is this likely to take a few more hours? Days? Weeks? I can handle a couple days, but I will have to rethink my approach if it is likely to go beyond that as I have a series of models that need to be run.

Thanks.

Owen

The syntax is:
xtmepoisson dv iv1 iv2 iv3 iv4 iv5 iv6 iv7 iv8 iv9 iv10 iv11 iv12 iv13 iv14
iv15 iv16 iv17 iv18 iv19 iv20 || group: iv4 iv5 iv6 iv7 iv8 iv9 iv10,
cov(unstructured)

I am using Stata SE 12.1 (64 bit) with Windows 7 on a computer with an Intel i7-2640M (2.40 GHz) and 8GB RAM.
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