st: Data set too large for spatwmat

[henrik andersson <henrik.andersson@tse-fr.eu>]

Hi,

I'm trying to create a spatial weight matrix using spatwmat for a data set containing 3594 observations, but the matrix cannot be created. I've tested creating the weight matrix based on different subsets of my data set and the matrix can be created when I have 2364 observation, but not when I have 2798. I've therefore concluded that my data set is too large for the memory that I can allocate to Stata.

I use Stata/MP 10.1 and spatwmat version 1.0.

I'm able to allocate 30 GB to the memory and I have also maximized the number of variables and the matrix size.

Current memory allocation

                    current                                 memory usage
    settable          value     description                 (1M = 1024k)
    --------------------------------------------------------------------
    set maxvar        32767     max. variables allowed          12.751M
    set memory        30720M    max. data space             30,720.000M
    set matsize       11000     max. RHS vars in models        924.080M
                                                            -----------
                                                            31,656.831M

When trying to create the matrix I get the following result:

. spatwmat, name(W50_1) xcoord(y_rt90x) ycoord(x_rt90y) band(0 15000) standardize eigenval(eigen50_1)
no room to add more variables
r(902);

I have three questions:

1. Is there any possiblity to use spatwmat more efficiently than I do, i.e. to use the memory more efficiently and thereby to be able to run it on the whole sample.
2. One possibility when using spatwmat is to import the weight matrix from a file. If I cannot create my matrix using Stata do anyone have any suggestion about what program to use to create this matrix, preferrably a program that creates the weight matrix in an identical way as spatwmat. (I of course prefer to run all my estimations in Stata.)

Thanks in advance

Henrik

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