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Faster regs #17

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Faster regs #17

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5d26006
use _regress, 3x faster for areg
laszlosandor Apr 18, 2015
7143f45
fix typo
laszlosandor Apr 18, 2015
12a06b7
_predict for predict
laszlosandor Apr 18, 2015
516d7dd
sergio's hdfe
sergiocorreia Apr 18, 2015
3c17bb7
Revert "sergio's hdfe"
laszlosandor Apr 18, 2015
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10 changes: 5 additions & 5 deletions binscatter.ado
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Original file line number Diff line number Diff line change
Expand Up @@ -175,11 +175,11 @@ program define binscatter, eclass sortpreserve

* Parse absorb to define the type of regression to be used
if `"`absorb'"'!="" {
local regtype "areg"
local regtype "_regress"
local absorb "absorb(`absorb')"
}
else {
local regtype "reg"
local regtype "_regress"
}

* Generate residuals
Expand All @@ -188,7 +188,7 @@ program define binscatter, eclass sortpreserve
foreach var of varlist `x_var' `y_vars' {
tempvar residvar
`regtype' `var' `controls' `wt' if `touse', `absorb'
predict `residvar' if e(sample), residuals
_predict `residvar' if e(sample), residuals
if ("`addmean'"!="noaddmean") {
summarize `var' `wt' if `touse', meanonly
replace `residvar'=`residvar'+r(mean)
Expand Down Expand Up @@ -277,8 +277,8 @@ program define binscatter, eclass sortpreserve
}

* perform regression
if ("`reg_verbosity'"=="quietly") capture reg `depvar' `x_r2' `x_r' `wt' if `conds'
else capture noisily reg `depvar' `x_r2' `x_r' `wt' if `conds'
if ("`reg_verbosity'"=="quietly") capture _regress `depvar' `x_r2' `x_r' `wt' if `conds'
else capture noisily _regress `depvar' `x_r2' `x_r' `wt' if `conds'

* store results
if (_rc==0) matrix e_b_temp=e(b)
Expand Down