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st: fixed effects & autoco& heterosk&matsize


From   "Svetlana Mira " <SvetlanaM@Cardiff.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: fixed effects & autoco& heterosk&matsize
Date   Wed, 26 May 2004 00:24:01 GMT0BST

Thanks a lot for all the suggestions !

Clive, unfortunately, if I set the memory to 30m and matsize 6500, I cannot open the dataset 
(the usual no room to add more observations). If I further increase the memory, the matsize 
decreases correspondingly. Any other ways of sorting this problem out?

Mark, thanks for the fixed effects and cluster-robust standard errors suggestion ;-). I will check it out 

Svetlana


On 26 May 2004 at 0:03, Clive Nicholas wrote:

> 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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