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st: error 3998 - stack overflow
Dear Statalist members
I am running regressions using the xtabond2 command.
Sometimes the program stops almost immediately and I
receive the following error message:
editmissing(): 3998 stack overflow
xtabond2_mata(): - function returned error
<istmt>: - function returned error
Further information provided in the help file was as
"[M-2] error . . . . . . . . . . . . . . . . . . . .
. . . . Return code 3998
Your program nested too deeply. For instance, imagine
calculating the factorial of n by recursively calling
yourself, and then requesting the factorial of 1e+100.
Functions that call themselves in an infinite loop
invariably cause this error."
Can anyone explain what exactly the problem here is
and how I might resolve it?
An example of the command that I used which prompted
this error is:
xi:xtabond2 depvar l.depvar i.date var1 var2 var3 var4
var5 var6 var7, iv(i.date var1) gmm(l.depvar var2 var3
var4 var5 var6 var7, lag(0 4)) robust
I am using a large and unbalanced panel dataset (t=40,
N=650). The error seems to occur mostly when I have a
specification with many regressors, if I cut some out
it sometimes runs without a problem.
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