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st: Re: RE: Is Stata inefficient for Matching?


From   Christopher Baum <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: Re: RE: Is Stata inefficient for Matching?
Date   Thu, 30 Sep 2010 09:09:59 -0400

<>
On Sep 30, 2010, at 2:33 AM, Nick Cox wrote:

> 
> 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.

As -ssc type psmatch2.ado- will show, Leuven and Sianesi have already done #2!  For a while the package was distributed with a C-language plugin, but the hassles of maintaining that (and providing it in several flavors) led to the routine being Mata-ized. Now whether it could be more efficiently Mata-ized I don't know; I imagine that if Bill Gould got his hands on the code it could be.

Kit



Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                              An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html


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