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st: Mata, xtabond2, memory, matsize, and outreg2

From   "roy wada" <>
Subject   st: Mata, xtabond2, memory, matsize, and outreg2
Date   Wed, 24 May 2006 21:34:11 -0400

It was recently brought up by R. Burt Porter that outreg2 could not always read e(b) after xtabond2. Burt kindly sent me his do-file with the data. I found that under certain circumstances xtabond2 produce e(b) and e(V) matrices that cannot be accessed by normal means ("op. sys. refuses to provide memory"). The problems will go away if Mata is turned off with -nomata- option.

It appears recent changes have been made to the executable concerning Mata and memory allocation, possibly with xtabond2 in mind, inlcuding an option-like-somthing called xtabond2_mata().

The latest executable (downloaded today) also appears to be overly sensitivie to the memory and matsize allocation. It seems to crash with the message, "memroy allocation failed," when the memory and matsize are repeatedly changed in search of the maximum allowable limit. A slightly lesser maximum memory appears to be available with the latest executable. (Where does it go?)

Exactly which part of Mata, xtabond2, memory, and matsize is causing the problem I have no clue.

(A note to the author of xtabond: the date checking at the top of the program no longer works; it will crash for a slightly older executable from April 2006.)


Thank you for your response, but my problem is not with loading a large dataset. I ran a trace on outreg2 and found the memory error occurs in a matrix assignment of the coefficient vector e(b). Using the command "matrix list e(b)" from the command line will also return the error. e(b) is relatively a relatively small 47x1 vector.

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