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st: Efficiency of calculating maximum likelihood


From   "Steinar Fossedal" <[email protected]>
To   <[email protected]>
Subject   st: Efficiency of calculating maximum likelihood
Date   Mon, 2 Jan 2006 19:08:39 +0100

Hi, listers

I'm trying to fit a model using stepwise selection, and so I reestimate
fairly similar models over and over. Fitting a model using -streg- takes
about an hour using my dataset. I noticed that two thirds of the
calculation time is spent calculating the constant-only model - which is
exactly the same for all the estimations. Is there any way of making
stata use the results of previous calculations to save time in this
process? It would be a great time-saver when doing forward/backwards
(stepwise) selection.

I'm not using -stepwise- since I also noticed in stata 8.2 that it takes
exactly twice as long to calculate as performing the calculations
individually.

Thanks,
Steinar Fossedal

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