Mohammad Rahman <[email protected]>:
It should be able to run on a large dataset, but the SEs are computed
via bootstrap, so it takes a while. You might see how it scales up by
estimating on a random 10th of the data, then half the data, and
specify the option
reps(5)
to just do 5 -bootstrap- replicates (the default is 50). Someday soon
I will add analytic SE calculations for the impatient.
On Dec 18, 2007 5:36 PM, Mohammad Rahman <[email protected]> wrote:
> Thanks so much for your quick reply. I have used the following commands
> from your email on 12 Nov 2007:
> ssc inst ivpois
> sysuse auto, clear
> g manuf=word(make,1)
> ivpois mpg wei, exog(turn) endog(disp) cl(manuf)
>
> However, right after emailing you, I think I found the solution to the
> problem. Basically, one needs to update Stata 10 before one can
> successfully use IVPOIS.
>
> Can IVPOIS be used for a large dataset (sample size: 165,000)? I have been
> running it for a while and it is still not doing anything. It is stuck at
> "running iv_poisson on estimation sample".
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