Dear all,
I am trying to estimate a Cox model with shared frailty but the estimation
seems to take
a lot of time: the job started yesterday afternoon and is still going on.
I am using a data set with appr. 6000 spells of unemployment belonging to appr.
1500 individuals. In the model I am trying to estimate, spells by the same
individual share the same frailty. I have only one explanatory variable (a
dummy for gender) and I use Efron's method for handling ties. By restricting
the data set to 700 spells the estimation takes
about an hour. But I would like to use all my spells...
Has anybody any experiences about the speed of computation when estimating this
model
-is it always this slow and are there any ways to speed up the estimation?
Thanks in advance for any help.
-Marjo
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
