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st: RE: regression r(103): too many variables
From
"Martin Weiss" <[email protected]>
To
<[email protected]>
Subject
st: RE: regression r(103): too many variables
Date
Tue, 23 Feb 2010 22:08:34 +0100
<>
This runs w/o a hitch in Stata 10.1 MP. Takes something like 2 minutes:
*******
clear*
set mem 500m
set obs 13700
foreach var of newlist var1-var2500{
gen byte `var'=runiform()<.3
}
gen y=rnormal()
reg y var1-var2500
*******
HTH
Martin
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Paul Higgins
Sent: Dienstag, 23. Februar 2010 21:28
To: '[email protected]'
Subject: st: regression r(103): too many variables
Hi all,
I am trying to use regress to run a linear regression. The specification
has a lot of rhs variables (around 2500), the majority of which are binary
(0/1) variables. The data set contains about 13700 observations. At the
top of the .do file I set mem to 5 gigabytes, maxvar to 10000 and matsize to
10000. I'm using Stata / SE 10.1 for Windows, under Windows XP Professional
x64 edition version 5.2, on a machine that has 8 gigabytes of physical
memory on-board. I am getting r(103), "Too many variables specified". I've
poked around the documentation, and I can see no mention of any internal
limits to the regress command regarding number of variables. Thus, I have
assumed that only the general limits for Stata SE apply: maximum of 32767
variables, maximum matsize of 11000. But I appear to be wrong.
Suggestions, please?
PaulH
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