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Re: st: Computation Speed for Bootstrapping

From   Jeph Herrin <>
Subject   Re: st: Computation Speed for Bootstrapping
Date   Sun, 27 Nov 2011 11:06:55 -0500

One trick is to re-use the estimation from each model as the starting values
for the next one. So after calling xtprobit, save the matrix e(b) and then
use it with the -from(b)- option.

   xtprobit ...
   matrix b=e(b)
   xtprobit ...., from(b)

But to do this, I think you'll have to write your own bootstrap code (not too difficult).
Or you may get by with using -bootstrap:-, if you reuse the same matrix for each

Hope this helps,

On 11/26/2011 10:31 PM, Danny Dan wrote:
Dear All,

How to increase computation speed while generating standard errors
using bootstrapping for panel data probit model (xtprobit,

Reduction in the number of replications (reps()) is of no help.

Please let me know.

Thank you,


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