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Re: st: fixed effects & autoco& heterosk&matsize


From   "Clive Nicholas" <Clive.Nicholas@newcastle.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: fixed effects & autoco& heterosk&matsize
Date   Wed, 26 May 2004 00:03:30 +0100 (BST)

Svetlana Mira wrote:

> I've got exactly the same problem as Toni, but for a very large dataset
> (44 th obs over 13 years).
> I've evaluated my model based on fixed/random effects models. According to
> Hausman test fixed
> effects model is the most appropriate. I have used xttest3 to test for
> heterosk; xtserial  and pantest2 to
> test for autocorrelation for the fixed effects model. Based on the
> results, my model suffers from
> both - autocorrelation and heteros. Following Clieve's advice I have used
> xtgls y x1 x2 x3, c(p) force
>  to cure for autocorr and heterosk. However, a message saying that
> "matsize too small - should be
> at least 6243" has appeared. I have tried to increase the memory (set
> memory 700m) and matsize
> (set matsize 4000) to the maximum (allowed by my computer), but it seems
> that it is not enough.
> Any suggestions?

How about setting the memory to a much lower level (say -set mem 30m-) and
then -set matsize 6500-? Does that work?

It should also be said that there are the -p()- (for panel) options of
-xtgls- to consider as well. I'm sure you knew that anyway, but I was just
copying Antonio's example.

CLIVE NICHOLAS        |t: 0(044)191 222 5969
Politics              |e: clive.nicholas@ncl.ac.uk
Newcastle University  |http://www.ncl.ac.uk/geps
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