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At first, download XML files of Pubmed from http://www.ncbi.nlm.nih.gov/pmc/tools/ftp/ (articles.A-B.tar.gz, articles.C-H.tar.gz, articles.I-N.tar.gz and articles.O-Z.tar.gz)
Second, put these files in Put_Data_Here directory and decompress them.
Finally, run this shell script (it costs several hours).
./pubmed_small.sh
This script parses the xml and you can get pubmed.sqlite.