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From |
Stefano Rossi <sr525@cornell.edu> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
st: how can i make my loop run faster? |

Date |
Sun, 18 Sep 2011 19:52:11 -0400 |

Dear Statalist Users, I wonder if you can help me make a faster loop? I have an unbalanced panel of about 30,000 firms and 200 periods, and for each "firm i-period t" pair I need to run 10 regressions on the 12 observations from t-1 to t-12 of the same firm i, and another 10 regressions on the observations from t+1 to t+12 of the same firm i. I have come up with the following program, which works well as it does what it should do, but it is very slow (due to the many ifs I suspect) - here's a simplified version of it with just two regressions: forval z = 1/30000 { levelsof period if firm==`z', local(sample) foreach j of local sample { local k = `j' - 13 capture reg y x if firm ==`z' & period<`j' & period>`k' & indicator==1 if _rc==0 { predict y_hat, xb replace before = y_hat[_n-1] if firm == `z' & period == `j' drop y_hat } local w = `j' + 13 capture reg y x if firm ==`z' & period>`j' & period<`w' & indicator==1 if _rc==0 { predict y_hat, xb replace after = y_hat[_n+1] if firm == `z' & period == `j' drop y_hat } } } Right now, it takes several minutes for each firm, so if I run it for the whole sample it would take weeks. Is there any way to make it (a lot) faster? * * 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/

**Follow-Ups**:**Re: st: how can i make my loop run faster?***From:*Partho Sarkar <partho.ss+lists@gmail.com>

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