AbdelRahmen <[email protected]> reported
> I've written this portion of code (see below) and it works
> perfectly the problem is the execution time which is about 15
> mn. Under SAS (IML) my co-author code the same thing and the
> execution time is 1 (one) minute on 35900 observations. is
> there a problem with my programmation Style?
I replied, AbdelRahmen replied, and I now have run his code on my
computer.
It ran is 0.84 seconds on my computer.
Perhaps I have done something wrong. I concocted phony values, but
everything I think is as AbdelRahmen describes it. I wonder how
fast the attached do-file runs on his computer.
-- Bill
[email protected]
File try.do follows:
------------------------------------------------------------------------------
cscript
set memory 30m
set rmsg on
local OBS 35900
set obs `OBS'
set seed 1234
forvalues i=1(1)46 {
gen v`i' = uniform()
}
gen vprobit = uniform()
gen dmills = uniform()
gen selection = uniform()
gen t = mod(_n-1, 5) + 1
local instrume v1 v2 v3 v4 v5 v6 v7 v8 v9 v10 ///
v11 v12 v13 v14 v15 v16 v17 v18 v19 v20 ///
v21 v22 v23 v24 v25 v26 v27 v28 v29 v30 ///
v31 v32 v33 v34 v35 v36 v37 v38 v39 v40 ///
v41 v42 v43 v44 v45 v46
local vprobit "vprobit"
mata:
w = st_data(., tokens(st_local("instrume"))) // matrix
q = st_data(., tokens(st_local("vprobit"))) // matrix
dmills=st_data(., "dmills") // colvector
s=st_data(., "selection") // colvector
t=st_data(., "t") // colvector
chw=cols(w) // scalar
cq=cols(q) // scalar
h = uniform(`OBS', 1)
n = nt = `OBS'
T = 21
beta = uniform(46,1)
F = J(1,21,0)
for (i=1; i<=nt; i++) {
jacobi=J(chw, (cq*T) ,0)
jacobi[(chw - T + t[i]), (cq*t[i] -cq+1)..cq*t[i]] =
q[i,.]:*dmills[i,.]
F = F + (s[i,.]:*h[i,.]')*beta'*jacobi
}
F=(1/n)*F
end
------------------------------------------------------------------------------
<end>
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