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st: Error code r(3998) running xtabond2 on Stata9


From   Bob Walls <terrymondo@onetel.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Error code r(3998) running xtabond2 on Stata9
Date   Fri, 14 Mar 2008 12:54:14 +0000

Dear all, I am trying to run a dynamic panel data regression using xtabond2. I have the most updated version of both Stata and xtabond2 installed.
I am running a GMM-SYS as follows:

xtabond2 y l.y x1 x2 x3 x4 x5 x6 x7 x8 x9 years*, gmm(y x1 x2 x3 x4 x5 x6 x7 x8 x9 , lag(2 2) equation(diff)) gmm(y x1 x2 x3 x4 x5 x6 x7 x8 x9 , lag(2 2)) iv(years*, equation(level)) robust noc small twostep artests(5) h(2)

I have 39866 obs between 1990 and 2005 with 6820 firms

When I run it on my desktop PC (AMD Athlon(tm) 64 3700+) running XP Pro 64bit (and Stata 9 SE 64) things are fine;
however, when I try to run exactly the same command on my Laptop (Intel(R) Core(TM)2 Duo) running Windows Vista Home Premium using Stata 9 SE 32 bit I get this error code:
Favoring space over speed. To switch, type or click on mata: mata set matafavor speed, perm.
editmissing(): 3998 stack overflow
_ParseInsts(): - function returned error
xtabond2_mata(): - function returned error
<istmt>: - function returned error
r(3998);

end of do-file
r(3998);

I have exactly the same amount of physical RAM on both machines (4G). However, for some reason I am still investigating, my PC only reads 3.25G while the laptop only reads 3.062
Does anyone have any idea on how to sort this problem with the Laptop?
Thank you
Bob

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