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RE: st: Efficiency of calculating maximum likelihood


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: Efficiency of calculating maximum likelihood
Date   Mon, 2 Jan 2006 20:32:54 +0000 (GMT)

Hi Steinar,

My initial guess was you could use the previous estimates as starting values. It might speed
things up, but as the example below shows, that does not have to be. In the example the model with
starting values needed more itterations than the model without. 

*------------begin example--------------
sysuse cancer, clear
stset studytime, failure(died)
xi: streg i.drug age, dist(lnorm)
matrix b0 = e(b)
xi: streg i.drug , dist(lnorm) from(b0, skip)
xi: streg i.drug , dist(lnorm)
*-------------end example-----------------

HTH,
Maarten


-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z214

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------

Steinar Fossedal wrote:
> 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?


	
	
		
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