Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: insufficient memory bootrstrap
From
Austin Nichols <[email protected]>
To
[email protected]
Subject
Re: st: insufficient memory bootrstrap
Date
Tue, 19 Jul 2011 11:15:11 -0400
See also e.g.
http://www.stata.com/statalist/archive/2006-12/msg00471.html
http://www.stata.com/statalist/archive/2009-07/msg01059.html
On Tue, Jul 19, 2011 at 10:49 AM, Stas Kolenikov <[email protected]> wrote:
> There's been some discussion of related issues on the list, in that
> the results keep accumulating in memory rather than being dropped...
> although frankly I don't remember what the resolution was. This is
> probably an unfortunate combination of the mechanics of -bootstrap-
> and the details of implementation of whatever you are bootstrapping
> (e.g., your estimation command produces a matrix or tempvar it does
> not clear; or the -bootstrap- produces a matrix or a tempvar with each
> iteration that it only clears in the end). Of course -drop-ping some
> variables and observations should help, but unless you can write a
> better program to -bootstrap-, that's likely all you can do as a user.
>
> On Tue, Jul 19, 2011 at 8:13 AM, Jacqueline S. Zweig <[email protected]> wrote:
>> Dear Satalist,
>>
>> I am running a quantile regression with 25 independent variables and
>> bootstrapped standard errors. When I use 250 reps, I get the
>> following error message:
>>
>> Bootstrap replications (250)
>> ----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5
>> ..............................
>> .................... 50
>> .................................................. 100
>> .................................................. 150
>> .................................................. 200
>> ..................................unable to restore data due to
>> insufficient memory; try discard first
>> unable to restore data due to insufficient memory; try discard first
>> unable to restore data due to insufficient memory; try discard first
>>
>>
>> Below is my memory allocation. I am using a cluster, so the program is
>> able to run on multiple processors.
>>
>>
>> Current memory allocation
>>
>> current memory usage
>> settable value description (1M = 1024k)
>> --------------------------------------------------------------------
>> set maxvar 11000 max. variables allowed 3.935M
>> set memory 15360M max. data space 15,360.000M
>> set matsize 11000 max. RHS vars in models 924.080M
>> -----------
>> 16,288.015M
>>
>>
>> Is there anything I can do to fix this?
>>
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/