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From |
Amir Sariaslan <amir.sariaslan@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: SAS vs STATA : why is xtlogit SO slow ? |

Date |
Thu, 2 Feb 2012 16:35:11 +0100 |

Francesco, Try -clogit- and see if it works. Otherwise, try running your model with a subset of your data where you select about 5-10 measurement points per individual to see if it works. The additional data would probably only change the estimates marginally anyway. Amir On Thu, Feb 2, 2012 at 10:52 AM, <k7br@gmx.fr> wrote: > Dear Amir, > > The STRATA option in proc logistic should indeed account for > individual fixed effects.. (see here > http://www.ats.ucla.edu/stat/sas/faq/conditional_logit_sas.htm) > I am very sad not being able to use XTLOGIT with my database... (my > computer has 12go RAM, proc i7) > > Any more ideas ? > Thx > > On 2 February 2012 01:25, Amir Sariaslan <amir.sariaslan@gmail.com> wrote: >> Francesco, >> >> If I'm not mistaken, the SAS syntax generates cluster-robust standard >> errors - not fixed effects logistic regression. The equivalent syntax >> in Stata would thus be: -logit depvar indepvar, cluster(clustervar) >> or-. For further information as to the differences between the models, >> see: http://repec.org/usug2007/crse.pdf >> >> Amir >> >> On Wed, Feb 1, 2012 at 6:58 PM, <k7br@gmx.fr> wrote: >>> Dear Statalist, >>> >>> I have a very large panel dataset (about 7mo observations, 70 000 >>> individuals, 50 points on average per individual) and I tried >>> desperately to estimate a fixed effect logit using : xtlogit, fe with >>> Stata... >>> Unfortunately the log likelihood never converge and stops at iteration >>> 1 or 2 saying that the matrix is not semi definite positive... >>> (Iteration 0: log likelihood = -1.#INF , etc) >>> >>> However when I try with SAS (using proc Logistic with the strata >>> option) the computation is quite long (more than one hour) but at >>> least I can see the results... >>> >>> My question is : how is that possible ? I believed that storing the >>> database into the RAM (as STATA do) would speed computations... and I >>> would love to use xtlogit (or clogit) instead of using SAS... >>> >>> any idea ? >>> >>> Many thanks, >>> >>> Francesco >>> * >>> * 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/ > > * > * 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/

**References**:**st: SAS vs STATA : why is xtlogit SO slow ?***From:*k7br@gmx.fr

**Re: st: SAS vs STATA : why is xtlogit SO slow ?***From:*Amir Sariaslan <amir.sariaslan@gmail.com>

**Re: st: SAS vs STATA : why is xtlogit SO slow ?***From:*k7br@gmx.fr

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