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  • Monitor the progress of margins calculation

    I need to calculate average marginal effects with standard errors after xtmlogit,re which as we know can be very time consuming.
    Is there a build-in way to monitor the progress of the margins calculations?
    Background: it makes a difference in the decision to stop the calculation if after three days 50% or 10% of the calculations have been done.
    Thanks a lot!

  • #2
    I am not aware of such a tool. I suspect that one of the reasons is that margins numerically computes derivatives, and we don't know before hand how many iterations are needed. So while Stata is doing the computations it does not know whether it is 50% or 10% done.

    margins will work a lot quicker with the nose options, but than you have no standard errors. That may be enough to get a quick look at the estimates and fix any obvious errors before starting a multi-day run. Or you can use those estimates to start writing the results section while an old computer in the corner chugs away at computing the standard errors.
    ---------------------------------
    Maarten L. Buis
    University of Konstanz
    Department of history and sociology
    box 40
    78457 Konstanz
    Germany
    http://www.maartenbuis.nl
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