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Re: st: xtreg: double format and memory issues
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: xtreg: double format and memory issues
Date
Thu, 24 Mar 2011 18:06:47 +0000
My guess is that this is not a route that will bring you much joy if
only because -regress- and -xtregress-, elaborate though they are, are
just wrappers for internal code that you cannot tune.
Sorry, but I think you do need more memory or a smaller problem.
Nick
On Thu, Mar 24, 2011 at 5:45 PM, Enrico Cavale <[email protected]> wrote:
> I'm writing to statalist because I have a memory issue. I need to
> estimate a two-way fixed effects model with the constant. In
> particular I have 12 regressors, 550000 observations, 3066
> individual_by_year fixed effects and 720 daily fixed effects. In stata
> it looks like:
>
> xtreg y x1 x2 .... x12 _Iday_*, fe i(individual_by_year) cluster(individual)
>
> If I'm right I would need something like 3200 mb to run that command,
> but I can allocate only 2900 mb. Nevertheless, I noticed that the
> modules xtreg.ado, xtreg_fe.ado and regress.ado generate double. So, I
> thought that it may be possible to change those double in float and
> the memory requirement would drop of half. I tried to figure out how
> to change the code, but it seems very difficult to understand the
> entire code and then what to change. I thought that maybe someone have
> already had the idea to made this change. Can you help me?
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