I have a panel data set with approximately 5 000 persons surveyed in 12
consecutive years totalling about 60 000 observation/years.
If a regress earnings on gender, age, agesq, exp, gpa, year (the panel
identifier; i.e. the time dimension) plus a few dummies for region with the
cluster option [cluster(id)], Stata produces the expected results results in
about two seconds.
If i ty to estimate:
qreg
bsqreg
clad
on the same variables (ignoring the cluster option) I get:
convergence not achieved
r(430);
I have tried to set # of iterations to 100, 500, 800--nothing helps...
If I try:
xtgls
on the same variables I get:
matsize too small - should be at least 5185
r(908);
Any suggestions?
Christer
I have an updated version of Stata 9. My computer is a Fujitsu Siemens,
product scenic e600, i865G
with Intel R Pentium (R) 4 CPU 3.00 GHZ AT/AT COMP. The data is 3 710 kb,
matsize is 800 and I have set the memory to 250MB. I have 1 GB Ram.
