Kevin (Xiaoheng Zhang <zhangx@tcd.ie>) replied:

In my sample there are 12 countries as an alternative set and total 2076
observations(173 firms*12 countries).Frankly I am reluctant to remove any
one of them from the alternative set.Could I set a large memory for Stata
to tackle this problem.Currently the memory allocated to Stata is 100mb
and the dataset is far smaller than 100mb.

I'm not an expert in numerical overflows, nor familiar with your
substantive problem. I was merely giving a hint. I guess you could try
to work around the overflow problem by increasing the memory as you
suggest. Personally I would build from a simpler model that makes
substantive sense, and think hard why a somewhat more complex model
has many more problems.
The error message is "overflow at level 1 (173 missing values)".
Howcome you have 173 missing values for exactly 173 firms?
Anders Alexandersson
andersalex@gmail.com
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