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st: error message about Mata memory


From   Jeph Herrin <junk@spandrel.net>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st: error message about Mata memory
Date   Mon, 23 Oct 2006 13:04:22 -0400

Using -xtmixed- to fit a simple random-intercept model (however
on >1million obs) I get:

      _xtm_mixed_ll_uu():  3900  unable to allocate real <tmp>[1569048,51]
       _xtm_mixed_ll_u():     -  function returned error
        _xtm_em_iter_u():     -  function returned error
          _xtm_em_iter():     -  function returned error
                 <istmt>:     -  function returned error
r(3900);

I understand that this means Mata ran out of memory, but I'm a bit
puzzled by the explanation of r(3900) that there is nothing I can do-
it's between Mata and the OS (xp, 4gb). Usually when Stata reports
out of memory, I know what I can do (drop variables, compress them,
allocate more). Is it the case here that my model simply requires
a certain matrix of a certain size, and Mata cannot allocate it
because of hardware limitations? Or can I find Mata some more
memory by reducing what Stata needs otherwise? Any insight appreciated.


thanks,
Jeph
--
Jeph Herrin
jeph.herrin@yale.edu








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