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st: Large Datasets Panel Data Logit Limits


From   Paul GERRANS <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: Large Datasets Panel Data Logit Limits
Date   Tue, 17 Nov 2009 06:37:51 +0800

Hi,
I have an unbalanced dataset with approx 2.4 million individuals with up to 10 observations over time (quarters). I have six regressors. The file size is 630mb.
In trying to run a panel data logistic regression with group (individuals) and time (quarter) random effects, I am receiving a r(902) error:

no room to add more variables because of 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 m
I have increased the mem to 1500mb which is the largest I can allocate. I have dropped all variables I can and have compressed. I continue to get the error.
I am using version 11 and I am using Windows Vista (32-bit).
Any suggestions as to what may be preventing the regression running or anything I can do?
Thanks
Paul

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