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Re: st: RE: regression r(103): too many variables


From   [email protected]
To   [email protected]
Subject   Re: st: RE: regression r(103): too many variables
Date   Tue, 23 Feb 2010 21:13:22 -0800

Verify that you actually have 2500 variables, possibly by running
-des- on the variable list.

Steve
--- Paul Higgins
> I am trying to use regress to run a linear regression.  The
> specification has a lot of rhs variables (around 2500), the
> majority of which are binary (0/1) variables.  <snip> I am
> getting r(103), "Too many variables specified".


On Tue, Feb 23, 2010 at 1:08 PM, Martin Weiss <[email protected]> wrote:
>
> <>
>
>
> This runs w/o a hitch in Stata 10.1 MP. Takes something like 2 minutes:
>
> *******
> clear*
> set mem 500m
> set obs 13700
>
> foreach var of newlist var1-var2500{
>                gen byte `var'=runiform()<.3
> }
>
> gen y=rnormal()
> reg y var1-var2500
> *******
>
>
> HTH
> Martin
>
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Paul Higgins
> Sent: Dienstag, 23. Februar 2010 21:28
> To: '[email protected]'
> Subject: st: regression r(103): too many variables
>
> Hi all,
>
> I am trying to use regress to run a linear regression.  The specification
> has a lot of rhs variables (around 2500), the majority of which are binary
> (0/1) variables.  The data set contains about 13700 observations.  At the
> top of the .do file I set mem to 5 gigabytes, maxvar to 10000 and matsize to
> 10000.  I'm using Stata / SE 10.1 for Windows, under Windows XP Professional
> x64 edition version 5.2, on a machine that has 8 gigabytes of physical
> memory on-board.  I am getting r(103), "Too many variables specified".  I've
> poked around the documentation, and I can see no mention of any internal
> limits to the regress command regarding number of variables.  Thus, I have
> assumed that only the general limits for Stata SE apply: maximum of 32767
> variables, maximum matsize of 11000.  But I appear to be wrong.
>
> Suggestions, please?
>
> PaulH
>
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-- 
Steven Samuels
[email protected]
18 Cantine's Island
Saugerties NY 12477
USA
845-246-0774

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