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From |
Stas Kolenikov <skolenik@gmail.com> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
Re: st: Time complexity of -scobit- |

Date |
Tue, 22 Oct 2013 16:46:29 -0500 |

I estimated the computational complexity for my confirmatory factor analysis module, -confa-, see http://www.stata-journal.com/article.html?article=st0169. I also found computing time to be roughly linear in N, and of power 2.4 in model complexity (as expected -- this is the exponent on the fastest available matrix inversion algorithm). For complicated likelihoods, convergence is slower in smaller samples as the likelihood surfaces are just more weird, with non-concave regions and such. Hint: -help timer-. -- Stas Kolenikov, PhD, PStat (ASA, SSC) -- Senior Survey Statistician, Abt SRBI -- Opinions stated in this email are mine only, and do not reflect the position of my employer -- http://stas.kolenikov.name On Tue, Oct 22, 2013 at 3:33 PM, Sergiy Radyakin <serjradyakin@gmail.com> wrote: > Zachary, I don't know about -scobit-, but ordinary logit (not ordered > logit) is roughly linear in N: > > 1000-->.491 > 10000-->4.861 > 20000-->9.497 > 30000-->14.724 > 40000-->18.99 > 50000-->24.267 > > (Stata MP 12 restricted to use 1 CPU only). > > Hope this helps, Sergiy Radyakin > > > > > > On Tue, Oct 22, 2013 at 3:11 PM, Zachary Neal <zpneal@gmail.com> wrote: >> I am working on an algorithm that involves estimation using -scobit- >> and am trying to determine the time complexity of the algorithm. Are >> there any estimates of the time complexity of -scobit-, or even of >> ordinary -logit-, as a function of N? Given the ML estimation, is >> finding the time complexity as a function of N even possible? >> >> Thanks, >> Zachary >> >> -- >> Zachary Neal, PhD >> Department of Sociology >> Michigan State University >> zpneal@msu.edu >> http://www.msu.edu/~zpneal >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/faqs/resources/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/faqs/resources/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/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Time complexity of -scobit-***From:*Zachary Neal <zpneal@gmail.com>

**Re: st: Time complexity of -scobit-***From:*Sergiy Radyakin <serjradyakin@gmail.com>

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