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From |
"Pascal Stock" <pascalstock@freenet.de> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
RE: st: RE: Error Message: r3900 - Problem with Memory of my Computer system ?! |

Date |
Sun, 16 May 2010 18:15:14 +0200 |

Well, the if runiform()<.01 command causes a drop in observations. The result is the uselessness of the regression results as the coefficients are meaningless. Hence I looked for a manual adjustment to the heteroscedasticity in the Heckman two-step probit selection model to obtain efficient standard errors. A literature says that bootstrapping is a solution to be used for the selection and structural equation. Hence I will see if this works and if I can get STATA 11 from the Graduate School. Kind regards and enjoy your Sunday Pascal ____________________________________________ Pascal Stock Quadrat N4, 8-9 68131 Mannheim Germany Phone: +49 (0) 621 - 16753 - 80 Fax: +49 (0) 621 - 16753 - 81 Mobile phone: +49 (0) 178 - 4981887 Email: pascalstock@freenet.de -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Martin Weiss Sent: Sonntag, 16. Mai 2010 13:31 To: statalist@hsphsun2.harvard.edu Subject: RE: st: RE: Error Message: r3900 - Problem with Memory of my Computer system ?! <> To implement Kit`s proposal, Pascal could qualify his -cmp- call via *********** if runiform()<.01 *********** Since he said he has 10.1, this should work. HTH Martin -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Kit Baum Sent: Sonntag, 16. Mai 2010 13:29 To: statalist@hsphsun2.harvard.edu Subject: re:st: RE: Error Message: r3900 - Problem with Memory of my Computer system ?! <> Pascal said Martin gave me the extremely helpful advice to use the "cmp" command to implement a three-stage selection model. So far it works fine. However, when modeling the three-stage system with two selection equations and 1,000,000 observations I get the following error message when cmp tries to estimate the combined model: <istmt>: 3900 unable to allocate real <tmp>[1224521,46] r(3900); I already allocated the maximum memory (1000m) and matsize (10,000) to STATA. I still get this error message. So you have an idea how to solve the memory problem? By my calculations that single matrix is about 4.2 Gb, so unless you have access to a system where you can allocate 5 or 6 Gb to Stata, you have no hope of solving this problem. What happens if you try to estimate the model with 10000 observations rather than a million? Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**AW: st: RE: Error Message: r3900 - Problem with Memory of my Computer system ?!***From:*"Martin Weiss" <martin.weiss1@gmx.de>

**References**:**re:st: RE: Error Message: r3900 - Problem with Memory of my Computer system ?!***From:*Kit Baum <baum@bc.edu>

**RE: st: RE: Error Message: r3900 - Problem with Memory of my Computer system ?!***From:*"Martin Weiss" <martin.weiss1@gmx.de>

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