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Big data in Stata with the ftools package

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  • Sergio Correia

    (Board of Governors of the Federal Reserve System)

Abstract

In recent years, very large datasets have become increasingly prevalent in most social sciences. However, some of the most important Stata commands (collapse, egen, merge, sort, etc.) rely on algorithms that are not well suited for big data. In my talk, I will present the ftools package, which contains plug-in alternatives to these commands and performs up to 20 times faster on large datasets. Further, I will explain the underlying algorithm and Mata function, and show how to use this function to create new Stata commands and to speed up existing packages.

Suggested Citation

  • Sergio Correia, 2017. "Big data in Stata with the ftools package," 2017 Stata Conference 6, Stata Users Group.
    • Handle: RePEc:boc:scon17:6
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    File URL: http://fmwww.bc.edu/repec/scon2017/Baltimore17_Correia.pdf
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