Does lowess take a long time?

[Pratap Pundir]

I am running Stata SE/17.0 on a Windows machine with Intel i7 1.8GHz, and 32GB RAM. So not exactly top of the line, but not a "weak" computer either.

My dataset has a smidge over 200,000 observations. Through an if option in my lowess, I am limiting observations to about a smidge over 160,000.

Hit the Ctrl-D for the lowess about a half hour ago, but no indication whether Stata is still running or is hung now. If still running, I wonder how long it might end up taking...

Does lowess take a long time to run?

[Clyde Schechter]

Yes, -lowess- takes a very long time to run. My best guess is that at a half hour you are not even close to half-way done with it. You are performing 160,000 regressions.

My first recommendation would be to instead pick a smaller random subset of the 160,000, maybe a total of 1,000 or so and do the -lowess- on that.

If for some reason that is not suitable for your purposes, then you will have to be patient. I suggest running it overnight so you won't be waiting for a watched pot to boil. If you must run it while you are around, read a book or do something else to distract yourself.

[Pratap Pundir]

Thanks Clyde!