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Re: st: xtreg: double format and memory issues
From
Daniel Feenberg <[email protected]>
To
[email protected]
Subject
Re: st: xtreg: double format and memory issues
Date
Thu, 24 Mar 2011 15:38:54 -0400 (EDT)
On Thu, 24 Mar 2011, Nick Cox wrote:
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
I am interested in why the command should take so much memory. Doesn't
xtreg take out means, so that the cross product matrix is only 13x13? That
would suggest that 550,000 observations*15 variables*4 bytes/item equals
33 megabytes should be sufficient to estimate the model. But I expect I am
missing something.
Daniel Feenberg