I don't really know what it would take, but my guess is that it wouldn't
be too hard to store the files in some sort of compressed format, and
having Stata decompressing them on the fly when opening. I could even
think of having very large datasets (larger than physical memory)
compressed in memory... but that would probably slow things too much.
Since I don't think this will be implemented soon, could someone share
experiences on invoking Windows apps from within stata? I'm thinking
about doing some sort of "usezip" program that would open .zip files...
Some of our users have already dealt with this. They have annual data
files, which if all uncompressed at the same time exhaust disk capacity.
They have a program that wants to work with each file in turn. So they save
the dta files in .gz format (this is Unix) and have a command