(0) -mkmat- is interpreted code.
For each call to -mkmat- there is a
(1) -preserve- of your data
and a
(2) double loop over your variables and your
observations filling in the matrix element by
element
To avoid the problem (0) you might write
an alternative to -mkmat- as C code and make
it a plug-in.
To minimise the problem (1) you could check
to see that you are not working with a
relatively small subset of a relatively
large dataset, because otherwise the
-preserve- will be relatively expensive.
It is difficult for me to see how (2)
can be avoided. It would be speeded up
by a plug-in.
On the whole, not using -mkmat- but
building in your own matrix creation
code is probably the best way to go.
You could of course borrow ideas
from -mkmat-.
Nick
[email protected]
Elizabeth Bruch
> I'm writing a program that computes diagnostics (residuals,
> leverages, and
> cook's distance) for the clogit model. The program is
> working, but.. it's
> *really* slow. I've isolated the source of the slowness to
> the "mkmat"
> commands (for each observation in the data I construct 3
> matrices, and each
> matrix takes about 5 seconds to create). I should add that
> the matrices I
> construct for each observation are small (two are 1x17 and
> the third is 6x6).
>
> Is there any faster alternative to mkmat? Why is this command
> so slow? Is
> there any way I can speed it up?
*
* 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/