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st: making code faster


From   Rudy Hover <rudy.hover@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: making code faster
Date   Mon, 14 May 2012 16:09:19 +0200

> I have a lot of regressions to run (on stock returns of firms over a
> periof of 7 years) in order to retrieve the residuals.
>
> I am using the code
>
>
> gen touse = !missing(excessreturn, marketreturn, firmno, year)
>
> bysort touse firmno year : replace touse = 0 if _N == 1
>
> egen group = group(firmno year) if touse
>
> su group
>
> local max = r(max)
>
> gen residuals = .
>
> qui forval i = 1/`max' {
>
>  reg excessreturn marketreturn if group == `i'
>
>  predict temp, residuals
>
>  replace residuals=temp if group == `i'
>
>  drop temp
>
> }
>
>
>
> How could I make it any faster using -in- instead of -if- ?
>
> It takes hours now.
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