Using SE 9 on Win XP pro I've estimated a fixed effect model using xtreg
with an unbalanced panel containing just under 300,000 observations and a
large number of regressors. To do this I had to increase memory to 500m and
matsize to 2000 otherwise I received the same error message. It may be you
need to increase your memory and matsize futher.
Linda Young
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Kevin Christensen
Sent: 12 October 2005 16:32
To: [email protected]
Subject: st: xtabond2 memory problems?
I'm using xtabond2 to run some regressions. My panel dataset contains 1674
observations with data for each state by year and quarter. Not all states
have observations for each quarter.
When I attempt to run the regression:
xtabond2 Investment l.Investment pi, gmm(l.Investment)
I get an error stating:
".no room to add more variables due to width
An attempt was made to add a variable that would have increased the
memory required to
store an observation beyond what is currently possible. You have the
following
alternatives:
1. Store existing variables more efficiently; see help compress.
2. Drop some variables or observations; see help drop. (Think of
Stata's data area as
the area of a rectangle; Stata can trade off width and length.)
3. Increase the amount of memory allocated to the data area using the
set memory
command; see help memory.
r(902);"
I've increased the matsize (to 800) and memory and I continue to get an
error saying there is not enough space to run the regression. Does anyone
know if xtabond2 has a limit on the size of the dataset? If so, what is it
and is there a work around?
Thanks,
Kevin Christensen
P.S. I'm running SE 9 on Win XP pro.
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