st: nnmatch error in PSM

[Katherine Picho <thestatsbabe@gmail.com>]

Hi all

I'm currently attempting propensity score matching with nearest
neighbor using the nnmatch.

However, at some point in running my ado file, STATA returns an error
message: "Insufficient memory to create more variables:Either increase
memory or decrease m"

 I only have about 290 variables in the current dataset (21k observations).
 I'm only matching using 3 variables. I'm using STATA IC and the max #
var is 2048 (which is way more that I could ever use for this specific
purpose).

Even when I reduce the dataset to only 40 variables, and still match
on the 3 variables of interest, the problem/ error code remains the
same.
I have 3615 treatment observations that I'd like to match from a pool
of about 16,500 controls (so theoretically this should not be a
problem)
My matching variables are categorical

the nnmatch command that I run (where I run into trouble) is:

nnmatch Depvar trtmt pscore, tc(att) m(1) keep(matched_att) replace

this is where it generates the error message.

I tried to remedy potential memory problems like- compressing the
data/ variables. expanding the memory. (help query, within stata
itself), etc, Nothing works. A search on the statalist archives
indicates that a few people have run into the same problems using
nnmatch-- but none of the queries I found had received any responses
on how to fix the problem.

If anyone here has run into a similar issue that they were able to
fix, please let me know. Thanks!

Katherine
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