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From | donaubaj@hsu-hh.de |
To | statalist@hsphsun2.harvard.edu |
Subject | st: r(3900) when doing xtabond2 |
Date | Fri, 18 May 2012 15:03:02 +0200 |
Dear statalist users,I started using Stata only about one week ago, so I am not really an expert, but I try to be as specific about my problem as possible:
I have a panel with 21 countries and 8 years, including 7 variables plus time and cross section dummies. The panel is almost perfectly balanced, only few observations are missing. I am using a Stata version with 32bit on a laptop with 64 bit Windows and at a PC with 32 bit Windows.
First, I tried to re-estimate the output that I produced with Eviews (mainly panel estimations with cross section and/or period fixed effects). This worked quite will, I managed to get exactly the same output as I did in Eviews. But when I try to estimate the same model with xtabond2 I am facing huge problems. Usually, I get the following error message:
. xtabond2 LHS-variable all RHS-variables year*, gmm(list of endogenous RHS variables) iv(year*)
Favoring space over speed. To switch, type or click on mata: mata set matafavor speed, perm. J(): 3900 unable to allocate real <tmp>[268485,76710]
_Explode(): - function returned error _ParseInsts(): - function returned error xtabond2_mata(): - function returned error <istmt>: - function returned error r(3900);Even xtabond does not work. Doing this, Stata returns "no observations" (r(2000)).
Unfortunately, I have no clue what could be wrong. I tried several options, including dropping several variables from the model. I saw that other users face similar problems. However, I could not find a viable solution.
Any help would be greatly appreciated. Thanks! Julian Donaubauer Helmut Schmidt University Hamburg * * 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/