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st: xtlogit is slow


From   "Mitchell F. Berman" <[email protected]>
To   Stata List Server <[email protected]>
Subject   st: xtlogit is slow
Date   Sun, 06 Jul 2008 07:15:44 -0400

Stata List Users:

I've noticed that xtlogit is slow compared to SAS genmod to get logistic regressions using an exchangeable correlation model. For large data sets (300,000 rows-15 variables) xtlogit takes 45 minutes, SAS takes 1.5 minutes. The results are identical.

Is there any way to speed this up? There was a post a few years back that suggested changing the number of points used in the approximation to the integral.

Does anyone know how to do that or other ways to speed up xtlogit?

Thanks in advance.

Mitchell Berman
Columbia University
New York
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