Thanks, James. Your response was very helpful. Just to clarify on the
ridge prior:
My matrix to be imputed is 12,285 rows by 62 columns, composed of 585 cross
sectional units and 21 time series units. Would a good ridge prior be 1
percent of 21 (where 21 is the number of rows---i.e., time series
units---within each cross-sectional unit)?
Thanks for clarifying.
-Isaac
On Tue, Jul 2, 2013 at 10:41 AM, Honaker, James <jhonaker(a)iq.harvard.edu>wrote;wrote:
Isaac,
In addition to the newer "multicore" abilities you mention, a small
empirical prior, will speed up convergence. The "empri" argument sets an
empirical/ridge prior. A value of a half to 1 percent of the sample size
would be small, aid numerical stability, and unlikely to noticably change
results (unless you are using time series cross sectional data, in which
case you might use 1 percent of the sample within any cross sectional unit).
The "tolerance" changes the point at which the EM algorithm is judged to
have converged, and setting that larger, (like .001, or even .005) is
probably quite safe. We were very conservative with this tolerance choice,
and should reexamine other options to set it dynamically.
Best,
James.
--
James Honaker, Senior Research Scientist
//// Institute for Quantitative Social Science, Harvard University
------------------------------
*From:* amelia-bounces(a)lists.gking.harvard.edu [
amelia-bounces(a)lists.gking.harvard.edu] on behalf of Isaac Petersen [
dadrivr(a)gmail.com]
*Sent:* Tuesday, July 02, 2013 9:55 AM
*To:* Amelia Mailing List
*Subject:* [amelia] Is single imputation faster in parallel? Need help
speeding up imputation.
I'm looking to speed up the run time of a single imputation on a large
data set with repeated measures that takes many hours. Will running the
imputation in parallel with the parallel="multicore" option and 6 cores
speed up the run time of a single imputation, or will it only speed up the
run time of multiple imputations (by running them simultaneously)? What
are my best options for making the single imputation run faster while
minimizing any sacrifices in imputation accuracy?
Many thanks!
-Isaac