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st: -xtmixed- performance problem


From   Hobst <[email protected]>
To   [email protected]
Subject   st: -xtmixed- performance problem
Date   Sat, 11 Sep 2010 05:28:00 -0700 (PDT)

Hello everybody

I want to run the following two-way error component regression in xtmixed,
with cluster robust standard errors

xtmixed y x1 x2 x3 x4 || _all: R.id || datevar:, mle residuals(, by(id))


Without the term residuals(,by(id)) the regression is very fast, but with
the the option included, it did only 2 iterations in 48h. 

Does anybody have any idea, what i could do to speed the regression up? Is
there maybe an option to decrease accuracy or something like that?

Thank you very much for your support.

Regards
Toby
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