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st: ML programming in Mata vs MATLAB

From   Cyrus Levy <>
Subject   st: ML programming in Mata vs MATLAB
Date   Fri, 18 Oct 2013 02:28:59 -0700

My maximum likelihood programs in Stata run very slowly. Changing some parts of the programs to run in Mata speeds up the process but MATLAB still estimates the same ml estimator faster. Sometimes the speed difference is about an hour, and sometimes it's more than that. Would writing the ml programs completely in Mata make them run as fast as they run in MATLAB?
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