From Gautam Sethi@21:1/5 to All on Mon Apr 25 08:31:12 2022
Dear all:
I need to run a series of regressions with about 20K to 30K observations where the dependent variable is regressed on 12 independent variables. MATLAB takes forever to run this regression but I can run it in programs like Stata in a fraction of a second.
I tried using both the regress command as well as the \ operator but both of them are painfully slow.
Is there a faster method of doing this? I literally need to run this regression a million times (I’m trying to mimic a machine learning algorithm) and need assistance desperately!