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At first, you have to get the licence of NLM. Fill the form of agreement in http://www.nlm.nih.gov/databases/license/license.html You can get "zip" file of Pubmed from NLM.
Second, put this file in Put_Data_Here directory and decompress them.
Finally, run this shell script (it costs several weeks).
./pubmed_large.sh
This script parses the xml and you can get pubmed.sqlite.