Dear Stata users
I am trying to estimate a dynamic panel data model where the lagged
value of the endogenous variables is used as further regressor. The
right command should be xtabond in STATA. I did it but I got the
following message:
Does anybody know
I am using an unbalanced panel data where countries are not observed
consecutively. I dont know if this may cause a serious problem.
tsset country year
panel variable: country, 1 to 21
time variable: year, 1950 to 1998, but with gaps
. xtabond srt gini income, lag(1)
matsize too small
You have attempted to create a matrix with more than 800 rows or
columns or to estimate a model with more than 800
variables plus ancillary parameters. You need to increase matsize
using the set matsize command; see help matsize.
matsize must be at least 1061
(you have 1061 instruments)
Antonio
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