Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: Speed with large panel datasets
From
Daniel Feenberg <[email protected]>
To
[email protected]
Subject
Re: st: Speed with large panel datasets
Date
Mon, 21 Mar 2011 08:30:13 -0400 (EDT)
On Mon, 21 Mar 2011, Gordon Hughes wrote:
My query is this: is -arima- unusual in having such a large overhead in
processing excluded observations or is the approach of reshaping a large
dataset likely to pay off for other estimators when it is necessary to repeat
an estimation procedure for a substantial number of panel units?
If an estimator is -byable- that would probably be the most efficient of
all. I think -arima- is not -byable-, however, so perhaps your method
is optimal.
Daniel Feenberg
NBER
Gordon Hughes
[email protected]
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/