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From | DE SOUZA Eric <eric.de_souza@coleurope.eu> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
Subject | st: RE: Issues with xtabond2 |
Date | Mon, 28 Nov 2011 09:53:37 +0100 |
Trying turning mata off using the option -nomata- It will probably take much longer too execute, but see if it works then I haven't tme to analyse the syntax of your command now. Eric de Souza College of Europe Brugge (Bruges), Belgium http://www.coleurope.eu -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Alan Jenn Sent: 28 November 2011 02:34 To: statalist@hsphsun2.harvard.edu Subject: st: Issues with xtabond2 Hello, I am trying to perform a regression using the GMM estimator with the xtabond2 function. I have panel data with about 25,000 observations, 430 groups (unbalanced), and 132 time periods. My model is of the form: s(i,t) = s(i,t-1) + p(i,t) + x(i,t) + error (without coefficients) Where s is my dependent variable, p are my variables of interest, and x are my control variables. My Stata command to implement xtabond is essentially as follows (after implementing xtset for i and t): xtabond2 s l.s p x, gmm(l.s) iv(p x) robust However, whenever I try running this command I receive the following error: J(): 3900 unable to allocate real <tmp>[8788,8788] xtabond2_mata(): - function returned error <istmt>: - function returned error r(3900); I have tried allocating more memory using the set memory command and by turning virtual memory on but Stata doesn't allow me to give much more than 1 gb of memory. Is my syntax incorrect for xtabond2 or are there other possible ways to implement the GMM estimator? Any assistance would be greatly appreciated! Thank you very much, Alan Jenn * * 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/ * * 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/