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st: RE: Is Stata inefficient for Matching?


From   Nick Cox <[email protected]>
To   "'[email protected]'" <[email protected]>
Subject   st: RE: Is Stata inefficient for Matching?
Date   Wed, 29 Sep 2010 16:29:16 +0100

Just guessing broadly, but 

1. Get a faster computer. 

2. Rewrite the internals of -psmatch2- in Mata. 

are my (non-facetious but possibly not practical) suggestions. 

Nick 
[email protected] 

Santosh Kumar

I am using -psmatch2 on stata 11 version. My sample is close to 250000
observations. I ran the following code


 psmatch2 improved, pscore(pscore) outcome(diarr) common caliper(.001)
neighbor(5) trim(5)

The issue is it takes forever to show results. The code is running for
last 24 hours with no output. It is computationally intensive. I
wonder if there is an efficient way to do this in less time.
Sometime, two days pass by without any output. KIndly suggest if you
know how to do it efficiently.


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