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Optimizing Stata for Analysis of Large Data Sets. Joseph Canner, MHS Eric Schneider, PhD Johns Hopkins University Stata Conference New Orleans, LA July 19, 2013. Background. Programmer/Statistician: 20 years experience with SAS Took new job and started using Stata in January 2013
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Optimizing Stata for Analysis of Large Data Sets Joseph Canner, MHS Eric Schneider, PhD Johns Hopkins University StataConference New Orleans, LA July 19, 2013
Background • Programmer/Statistician: 20 years experience with SAS • Took new job and started using Stata in January 2013 • Reviewed many do-files from predecessors and colleagues in order to learn Stata and understand new job
Caveats • Large data sets: irrelevant if you don’t use large data sets and/or if you don’t have a system that has sufficient memory to analyze large data sets • Coding practices: these are examples from real users, but not necessarily trained programmers or Stata experts
Benchmark Testing • NIS 2010 Core (unless noted otherwise) • 7,800,441 observations • 155 variables • 5.6 Gb memory • 25 ICD-9 diagnosis codes (DX1-DX25) • 15 ICD-9 procedure codes (PR1-PR15)
Benchmark Testing • Testing code: timer clear 1 timer on 1 …Code to be tested… timer off 1 timer list 1 • Groups of tests always run at the same time to eliminate issues with different server/memory/usage conditions • 24 core CPU, 256 Gb RAM (50% load), Windows 2008
Test #1: Coding ICD-9 variables • Option 1: gen FOREACH=0 forvaluesx = 1/15 { foreach value in "7359" "741" "9955" "640" { replace FOREACH=1 if PR`x'=="`value'" } } • Time=27.6 sec
Test #1: Coding ICD-9 variables • Option 2: gen IFOR=0 forvalues x = 1/15 { replace IFOR=1 if PR`x'=="7359" | PR`x'=="741" | PR`x'=="9955" | PR`x'=="640" } • Time=13.2 (half the time!)
Test #1: Coding ICD-9 variables • Option 3: gen INLIST=0 forvalues x = 1/15 { replace INLIST=1 if inlist(PR`x',"7359","741", "9955","640") } • Time=9.6 sec (a little better than Option 2, and easier to write and read)
Test #1a: Coding single ICD-9 variablesinlist() vs. recode • Option 1: gen INLIST1=0 replace INLIST1=1 if inlist(PR1,"7359","741","9955","640", "9904","8154","7569","3893") • Time=1.2 sec
Test #1a: Coding single ICD-9 variablesinlist() vs. recode • Option 2a: destring PR1, gen(tempPR1) ignore("incvl") recode tempPR1 (7359 741 9955 640 9904 8154 7569 3893 = 1) (else=0), gen(RECODE) drop tempPR1 • Time=118.1 sec (Ouch! Much of the time is devoted to the destring command)
Test #1a: Coding single ICD-9 variablesinlist() vs. recode • Option 2b (use real() instead of destring): gen tempPR1=real(PR1) recode tempPR1 (7359 741 9955 640 9904 8154 7569 3893 = 1) (else=0), gen(RECODE) drop tempPR1 • Time=26.0 sec (much better than destring, but still much slower than inlist())
Test #1b: Coding single ICD-9 variables when there are ranges • Option 1: split ECODE1, gen(nECODE) parse(E) destring nECODE2, gen(iECODE1) drop nECODE2 recode iECODE1 (9200/9209 956 966 986 974 = 1)… (8800/8869 888 9570/9579 9681 9870 =2) (9220/9223 9228 9229 9550/9554 9650/9654 9794 9850/9854 970=3) (8100/8199 9585 9685 9885=4), gen(mech1) recode mech1 (5/10000=5) • Time= 142.6 sec (Again, split and destring take the bulk of the time here.)
Test #1b: Coding single ICD-9 variables when there are ranges • Option 2: iECODE1=real(substr(ECODE1,2,4)) recode iECODE1 (9200/9209 956 966 986 974 =1)… () () ()…, gen(mech2) recode mech2 (5/10000=5) • Time= 68.7 sec; better, but…
Test #1b: Coding single ICD-9 variableswhen there are ranges • Option 3: gen mech3=. replace mech3=1 if (ECODE1>="E9200" & ECODE1<="E9209") | inlist(ECODE1,"E956","E966", "E986","E974") … replace mech3=5 if mech3==. & substr(ECODE1,1,1)=="E" • Time=5.74 sec (a little harder to write, but much faster!)
Test #1b: Coding single ICD-9 variableswhen there are ranges • Option 4: gen mech4=. replace mech4=1 if inrange(ECODE1,"E9200”,"E9209") | inlist(ECODE1,"E956","E966", "E986","E974") … replace mech4=5 if mech3==. & substr(ECODE1,1,1)=="E" • Time=5.32 sec (a little faster still, and much easier to write)
Test #1: Coding ICD-9 VariablesConclusions • Using inlist() reduces the time required to recode ICD-9 variables by 65% when searching 15 variables for 4 target codes. • Performance improves to 80% for 8 codes, and continues to improve slightly thereafter, with a maximum improvement of 92%. (Note: inlist() limit is 10 string codes or 255 numeric codes) • In order to “stress” the test, the codes used in the test are the most popular, but the results are the same for any set of codes.
Test #1: Coding ICD-9 VariablesConclusions (cont’d) • Using recode is much slower than inlist() for lists of single ICD-9 codes, in large part because of the need to convert from string to numeric • Using recode for ranges is also much slower than replace/if, for the same reason; inrange() also helps with readability • Can use real() instead of destring, substring() instead of split
Test #2: Recoding continuous variables • Option 1: gen AGE1=. replace AGE1=1 if AGE>=0 & AGE <=9 replace AGE1=2 if AGE>=10 & AGE <=19 … replace AGE1=10 if AGE>=90 & AGE <=120 • Time=6.6 sec
Test #2: Recoding continuous variables • Option 2: gen AGE2=recode(AGE,9,19,29,39,49, 59,69,79,89,120) • Time=0.66 sec (exactly one-tenth of the time(!) and easier to write and read) • Caution: need to be careful with truly continuous variables that you are cutting at the right place
Test #2: Recoding continuous variables • Option 3: recode AGE (0/9=1) (10/19=2) (20/29=3) (30/39=4) (40/49=5) (50/59=6) (60/69=7) (70/79=8) (80/89=9) (90/120=10), gen(AGE3) • Time=46.3 sec (Ouch!) and harder to write • May be useful for instances where ranges are not mutually exclusive (i.e., can’t use recode function)
Test #3: Reordering Values • Option 1: gen sex_new=sex replace sex_new=0 if sex_new==3 replace sex_new=5 if sex_new==2 replace sex_new=4 if sex_new==1 replace sex_new=1 if sex_new==5 replace sex_new=2 if sex_new==4 • Time=2.0 sec; very cumbersome and hard to follow
Test #3: Reordering Values • Option 2: recode sex (3=0) (1=2) (2=1), gen(sex_new1) • Time=15.0 sec (Ouch! ); but, easier to write and MUCH easier to read) • Can also use recode to do things like: (3 4 = 0) // 3 and 4 are recoded to 0 (3/5 = 0) // 3, 4, and 5 are recoded to 0
Test #3: Reordering Values • Option 3: gen sex_new=sex replace sex_new=0 if sex==3 replace sex_new=1 if sex==2 replace sex_new=2 if sex==1 • Time=1.4 sec (Faster than Option #1 by 40% and not too hard to read/write)
Test #4 De-stringing Numeric Values(e.g., NSQIP age) • Option 1 (Variation of Test #3 Option #1): encode age, gen (age_new) replace age_new=180 if age_new==1 … replace age_new=900 if age_new==73 replace age_new=18 if age_new==180 … replace age_new=90 if age_new==900 • Time=25.8 sec (NSQIP 2011; n=442,149), • Always need to do “tab age_new, nolabel” because labels are messed up
Test #4 DestringingNumeric Values(e.g., NSQIP age) • Option 2: destring age, gen(age_new1) ignore(“+”) • Time=6.3 sec (NSQIP 2011; n=442,149); four times faster! • Caution: make sure it is clear that 89=89+
Test #4a Removing Characters from ID Numbers (e.g., XXX-XX-XXXX) • Option 1 destringSSN, ignore("-") gen(newSSN1) • Time=33.0 sec
Test #4a Removing Characters from ID Numbers (e.g., XXX-XX-XXXX) • Option 2: gen long newSSN2= real(subinstr(SSN,"-","",.)) • Time=1.7 sec; almost 20 times faster! • Only useful if there are a few characters to get rid of.
Future Tests • Confirm results for 10 years of NIS (about 80 million observations, nearly 50 Gb RAM) • Other Stata commands where there are multiple ways to do the same thing…any ideas? • Other programming practices found reviewing code written by colleagues and students
Implications • With 10 years of NIS, could save… • 3 minutes per ICD-9 recode • 1 minute per continuous variable categorization • 6 seconds per variable reorder • A lot more if you used recode • It all adds up! • Might make it less onerous to run recoding and cleaning programs more often instead of saving new copies of the dataset • Easier to read programs