st: J(): 3900 unable to allocate real <tmp>[397520,280]

["Dr. Roberto Mura" <terrymondo@onetel.com>]

Dear all, I am trying to run a dynamic panel data regression using 
xtabond2. I have the most updated version of both Stata 9 and 
xtabond2 installed.

I am running a GMM-SYS as follows:
xtabond2 BVLEV l.BVLEV EBIT_TA MB DEP_TA size1 FA_TA RD_dum RD_TA 
IND_BVLEV years*, gmm(BVLEV EBIT_TA MB DEP_TA size1 FA_TA RD_TA , 
lag(2 2)) iv(years* RD_dum IND_BVLEV, passthru) nodiffsargan 
noleveleq robust small noc twostep artests(5) h(2)

I have  177586  obs between 1965 and 2004 with  16986 firms

When I run it on my desktop PC (AMD Athlon(tm) 64 3700+) running XP 
Pro 64bit (and Stata 9 SE 64) things are fine;
however, when I try to run exactly the same command on my Laptop 
(Intel(R) Core(TM)2 Duo) running Windows Vista Home Premium using 
Stata 9 SE 32 bit I get this error code:
 J():  3900  unable to allocate real <tmp>[397520,280]
              _Explode():     -  function returned error
           _ParseInsts():     -  function returned error
         xtabond2_mata():     -  function returned error
                 <istmt>:     -  function returned error

I have exactly the same amount of physical RAM on both machines (4G). 
However, for some reason I cannot seem to be able to set more than 
1000m of RAM on the laptop or it replies that the op sys refuses........
Does anyone have any idea on how to sort this problem with the Laptop?
Thank you
Roberto


********************************************************************
Dr. Roberto Mura, Ph.D.
Assistant Professor of Finance
The Manchester Accounting & Finance Group
Manchester Business School
University of Manchester
Crawford House, Oxford Road
Manchester
******************************************************************** 

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/