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RE: st: error message about Mata memory


From   "Fan, Shihe" <ShiheFan@cha.ab.ca>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: error message about Mata memory
Date   Mon, 23 Oct 2006 14:30:20 -0600

Hi, Bobby,

If you are envisioning to improving the error reporting functionality in
STATA, could you please make the error reporting specific, such as what
is done in SAS, by pointing out where the syntax error or any other
error occurs exactly, but not so general in its current form. Error
tracing in STATA right now seems rather inadequate in my uneducated
opinion.


Shihe 

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Roberto G.
Gutierrez, StataCorp
Sent: Monday, October 23, 2006 2:23 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: error message about Mata memory

Jeph Herrin <junk@spandrel.net> asked: 

> 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.

Kit Baum <baum@bc.edu> replied that you need 625 Mb of memory for that
matrix and that your 32-bit XP is refusing to give it to you.  I would
add that since Mata interacts with the OS directly, reducing the amount
of memory Stata needs otherwise may help make more memory available to
Mata, but that is still quite a bit of memory.  

I should also point out that such Mata errors should be trapped by the
calling command, in this case, -xtmixed-.  That is, the error message
you see should come directly from -xtmixed- after it has internally
processed the Mata error and done some housekeeping.  That is something
we'll fix in a future update.

I'm also curious as to how Jeph is running a "simple random-intercept"
model, yet Mata is requiring a 51-column matrix.  Usually such models
require only a column dimension of one regardless of the number of
observations.  If Jeph wishes to pursue this further, he can email me
privately.

--Bobby
rgutierrez@stata.com
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