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st: XTABOND2 and Intercooled Stata 9.2


From   Anand Jeyaraj <anand.jeyaraj@wright.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: XTABOND2 and Intercooled Stata 9.2
Date   Tue, 27 Feb 2007 09:28:06 -0500

Dear Statalisters--
 
I am quite new to Stata and I am having trouble using the XTABOND2 program.. either my computer crashes or gives me an error message.
 
I used the following command...
 
xtabond2 chasim L.chasim L.chdiff L.asiminflr eta, gmm(L.chasim) iv(L.chdiff L.asiminflr eta) nomata
 
... and I got the following error message.
 
=========================
Building GMM instruments.no room to add more variables due to width
    An attempt was made to add a variable that would have increased the memory
    required to store an observation beyond what is currently possible.  You
    have the following alternatives:
     1.  Store existing variables more efficiently; see help compress.
     2.  Drop some variables or observations; see help drop.  (Think of Stata's
         data area as the area of a rectangle; Stata can trade off width and
         length.)
     3.  Increase the amount of memory allocated to the data area using the set
         memory command; see help memory.
r(902);
=========================
 
I have set memory to various sizes such as 25M, 50M, 100M, 250M, 500M -- but I get the same error message.  When I query the memory, I find that the data takes about 8M of the available memory -- and the remaining space is free.
 
The data set contains 200 units observed over 50 time periods for a total of 10000 observations in long form.
 
I use Intercooled Stata 9.2 on my Acer Aspire 5002 computer with a AMD Turion 64-bit processor, 1 GB RAM, and Windows XP Home.
 
Additional information:
> When I use the command above without the nomata option, my compuer crashes or freezes up.
> In one instance, when the memory size was at 500M, I also got the error message that Stata exceeded the matsize of 200.  I set the matsize to 800 (the maximum allowed in Intercooled Stata) and still had the same problem.
> I also tried the XTABOND2 example on page 26 of Roodman's paper (available at http://www.cgdev.org/content/publications/detail/11619) and my computer crashed. I found a different version of the same command at http://www.stata.com/statalist/archive/2005-11/msg00717.html which also created problems.
> The XTABOND2 model shown above is a shortened version of the actual model I want to use -- which has considerably more number of variables.
 
Any suggestions or pointers to address this situation would be greatly appreciated.
 
Thank you in advance
 
Anand Jeyaraj

 




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