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Re: st: How to deal with r(909) "op. sys. refuses to provide memory"??? xtgls
From
Gordon Hughes <[email protected]>
To
[email protected]
Subject
Re: st: How to deal with r(909) "op. sys. refuses to provide memory"??? xtgls
Date
Sun, 09 Dec 2012 12:08:23 +0000
You should also think very hard about whether it makes sense to use
xtgls for this purpose. There are all sorts of warnings, in Stata
documentation and the literature, about the reliability of xtgls in
these circumstances. Technical problems of the kind that you
encountered are all too often an indication of a poorly conceived model.
With very large N and rather small T you cannot possibly obtain
sensible estimates of either within panel autocorrelation or across
panel correlation. As a consequence all you can estimate is a model
with heteroskedastic panel errors. There are much better ways in
Stata of dealing with this than by using xtgls.
Regards
Gordon Hughes
[email protected]
======================
You have 4 Gb of RAM, but it's typical that Windows only provides
about half to Stata. You need more RAM, i.e. a hardware change, to run
precisely this model. Otherwise you try using fewer groups or shutting
other applications (which probably won't make much difference).
Nick
On Sun, Dec 9, 2012 at 10:28 AM, Murod Aliyev <[email protected]> wrote:
> I have read a lot of threads on this issue, but still can not
resolve my problem:
>
> I am trying to run FGLS (xtgls) with 49,000 observations, 8 years
unbalanced panel with around 7,500 groups, 26 varibles in the model.
> After first trying xtgls I get a message saying "matsize too small
- should be at least 7369". So, I set matsize to 8000, then I get a
message r(909) "op. sys. refuses to provide memory". Could you please
help me understand what is causing the problem here, and how to
reslve it? I presume it is not related to the number of observations
or variables, but rather caused by the way FGLS works.
>
Re: st: How to deal with r(909) "op. sys. refuses to provide memory"??? xtgls
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