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st: SE matsize 11000


From   Julia Nasev <[email protected]>
To   [email protected]
Subject   st: SE matsize 11000
Date   Tue, 30 Aug 2005 16:50:47 +0200

Dear stata list,

my question is related to the bottleneck of SE being a matsize of 11000. I understand that the matrix size is dependent on the estimator you employ but I don't yet have a feeling how the matrix size and the number of observations (e.g. the number of companies) are related. We don't know yet which models we will be using but let's say that our dataset consists of about 2000 companies/15 years (unbalanced panel) and 10 independent variables. Assume we want to apply linear (and/or dynamic) panel models. Besides the OLS estimator we will need GSL/EGSL, GMM estimators etc. How can I get a feeling of the max. number of companies/years I can work with in Stata?

Many regards from Germany
Julia
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