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st: xtabond2 memory problems?


From   "Kevin Christensen" <chriske2@ufl.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: xtabond2 memory problems?
Date   Wed, 12 Oct 2005 11:32:24 -0400

I'm using xtabond2 to run some regressions.  My panel dataset contains 1674
observations with data for each state by year and quarter.  Not all states
have observations for each quarter.

When I attempt to run the regression:

 	xtabond2 Investment l.Investment pi, gmm(l.Investment)

I get an error stating:

".no room to add more variables due to width
     An attempt was made to add a variable that would have increased the
memory required to
     store an observation beyond what is currently possible.  You have the
following
     alternatives:

      1.  Store existing variables more efficiently; see help compress.

      2.  Drop some variables or observations; see help drop.  (Think of
Stata's data area as
          the area of a rectangle; Stata can trade off width and length.)

      3.  Increase the amount of memory allocated to the data area using the
set memory
          command; see help memory.
r(902);"

I've increased the matsize (to 800) and memory and I continue to get an
error saying there is not enough space to run the regression.  Does anyone
know if xtabond2 has a limit on the size of the dataset?  If so, what is it
and is there a work around?

Thanks,

Kevin Christensen

P.S.  I'm running SE 9 on Win XP pro.

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