Sabre

 

This illustrative example uses administrative records covering the duration in employment in the workforce of a major Australian state government to investigate the determinants of quits and separations amongst permanent and temporary workers. In the results we report here we combine the exits due to quits (a voluntary exit) and separations (an involuntary exit). For further detail see the online paper.

 

The data set consists of 3,655,704 binary observations (at the weekly level) on 199,881 individuals, with 14,716 non-zero binary outcomes. The results are for the logit model and 12 quadrature points. The computational times from the different ways of estimating the model are summarised in the Table below (CPU time is reported in minutes).

 

Stata took just over a week, while Sabre (1) took about an hour, further speed up was achieved by going parallel. There is almost a perfectly linear increase in speed with increasing number of processors. We stopped the gllamm version after the programme had run for 6 months.