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From | Richard Herron <richard.c.herron@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: SAS vs STATA : why is xtlogit SO slow ? |
Date | Thu, 2 Feb 2012 10:40:34 -0500 |
Have you tried setting an initial estimate with -from()-? It looks like the optimizer can't move off its first estimate. What happens if you put the SAS results (or at least the same signs as SAS results) as a first estimate in -from()-? On Wed, Feb 1, 2012 at 12:58, <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/