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Re: st: -collapsetofile-


From   Jorge Eduardo Pérez Pérez <jorge_perez@brown.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: -collapsetofile-
Date   Fri, 28 Feb 2014 13:24:14 -0500

Thanks Andrew, this looks useful.

Why not submit the code to SSC to make it easier for users to install
this directly from Stata?


--------------------------------------------
Jorge Eduardo Pérez Pérez
Graduate Student
Department of Economics
Brown University


On Fri, Feb 28, 2014 at 1:19 PM, Nick Cox <njcoxstata@gmail.com> wrote:
> -save- is part of the executable
>
> . which save
> built-in command:  save
>
> and so its code is not accessible to users.
>
> Nick
> njcoxstata@gmail.com
>
>
> On 28 February 2014 18:06, Andrew Maurer <Andrew.Maurer@qrm.com> wrote:
>> Hi Statalist,
>>
>> I've written a pair of program -collapsetofile- and -recover- to allow users to "collapse" data to a file without destroying the dataset like -collapse- does. I don't know if anyone else will have use for this, but it will save me a lot of computer time when dealing with large datasets. I would be very interested if anyone has any input or comments on how to improve coding efficiency / style (the code is still a bit rough).
>>
>> ado file (collapsetofile.ado): http://codepad.org/DcwtvDEb
>> ado file (recover.ado) : http://codepad.org/csZhQvb0
>> sthlp file (collapsetofile.sthlp): http://codepad.org/AsKC79uK
>>
>> The biggest improvement would come from being able to save directly to a .dta. I assume that this would require either:
>> 1) looking at the format/header/footer of stata dtas in clear text and fwrite()'ing it from mata, and/or
>> 2) looking at the source for a command like save and just copying that (is the source for -save- available?)
>>
>> Before writing this I found myself waiting for hours when graphing summary statistics of large datasets with sequences of:
>>
>> use fulldata // this could be >10gb
>> preserve
>> collapse (sum) thisvar thatvar, by(byvar1 byvar2)
>> ... some data manipulation
>> twoway line...
>> restore
>>
>> preserve
>> collapse (sum) anothervar yetanothervar, by(byvar3)
>> ... some data manipulation
>> twoway line...
>> restore
>>
>> ...
>>
>> preserve
>> collapse (sum) more vars, by(byvar10)
>> ... some data manipulation
>> twoway line...
>> restore
>>
>> For a 20gb dataset with 10 graphs, that makes 10 preserves/restores * 20gb = 200gb written/read to disk. -collapsetofile- writes just the collapsed data to be graphed to a file with no other disk reads/writes:
>>
>> use fulldata
>> collapsetofile (sum) thisvar thatvar using dataforgraph1, by(byvar1 byvar2)
>> collapsetofile (sum) anothervar yetanothervar dataforgraph2, by(byvar3)
>> ...
>> collapsetofile (sum) more vars, by(byvar10)
>>
>> recover dataforgraph1, clear
>> ... some data manipulation
>> twoway line...
>> ...
>> recover dataforgraph2, clear
>> ... some data manipulation
>> twoway line...
>> ...
>>
>> Thanks to Nick Cox for mentioning the importance of saving characteristics/metadata with the dataset.
>> Thanks to Sergiy Radyakin for making me realize that I could never write a mata program that would compute stats "by" variables as fast as stata's -_mean- in -collapse-, since stata's built-in C code can take advantage of parallelization, while mata code cannot.
>
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