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Parallel computing in Stata: Making the most out of your desktop

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  • Adrian Sayers

    (Musculoskeletal Research Unit, University of Bristol)

Abstract

Parallel computing has promised to deliver faster computing for everyone using off-the-shelf multicore computers. Despite proprietary implementation of new routines in Stata/MP, the time required to conduct computationally intensive tasks such as bootstrapping, simulation, and multiple imputation hasn't dramatically improved. One strategy to speed up computationally intensive tasks is to use distributed high performance computer clusters (HPC). Using HPCs to speed up computationally intensive tasks typically involves a divide and conquer approach. This simply divides repetitive tasks and distributes them across multiple processors and combines the results independently at the end of the process. The ability to access such clusters is limited; however, a similar system can be implemented on your desktop PC using the user-written command qsub. qsub provides a wrapper that writes, submits, and monitors jobs submitted to your desktop PC and that may dramatically improve the speed in which frequent computationally intensive tasks are achieved.

Suggested Citation

  • Adrian Sayers, 2016. "Parallel computing in Stata: Making the most out of your desktop," United Kingdom Stata Users' Group Meetings 2016 19, Stata Users Group.
    • Handle: RePEc:boc:usug16:19
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