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From |
"Martin Weiss" <martin.weiss1@gmx.de> |

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

Subject |
RE: st: AW: Problem creating large matrices |

Date |
Mon, 12 Jul 2010 21:09:54 +0200 |

<> This is much more easily done using -postfile-. I am baffled, though, what your research question is: Your -regress-ion will yield identical results for all 160,000 iterations. Not worth the wait, I guess... *********** sysuse auto, clear capture erase info.dta tempname hdle postfile `hdle' b_weight se_weight using info qui forv i=1/160{ reg price weight length trunk post `hdle' (_b[weight]) (_se[weight]) } postclose `hdle' use info, clear l, noo h(20) su b_weight se_weight *********** HTH Martin -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Achilleas Vassilopoulos Sent: Montag, 12. Juli 2010 20:46 To: statalist@hsphsun2.harvard.edu Subject: Re: st: AW: Problem creating large matrices Dear Martin, Thank you for your immediate response. I want to save the results in a matrix so then I can 'svmat' them and take mean and SE of my estimation. Your mata command seems to work perfectly in creating this huge matrices but since I'm not at all familiar with mata I have 2 additional question to you and who else knows: 1) If I'm able to use the 'svmat' command in matrices created in mata? 2) how can I assign r() or e() values to the rows of such matrices To give a very naive example of what I want to estimate, consider that I'm interested on the mean (avgbeta) and the SE (bse) of the beta coefficients of a simple regression ran 160000, my code would be : matrix beta = J(160000,1,0) forvalues i=1/160000 { reg y x matrix beta [`i',1] = e(b) } svmat beta qui sum beta1 local avgbeta = r(mean) local bse = r(sd) _____________ - _______________ Achilleas Vassilopoulos Agricultural University of Athens, Dept. of Agricultural Economics and Rural Development, Lab. of Political Economy and European Integration. Iera Odos 75, 11855, Athens, Greece Tel: (+30) 210-5294726 Fax: (+30) 2105294786 e-mail: avassilopoulos.aua@gmail.com -----Original Message----- >From "Martin Weiss" <martin.weiss1@gmx.de> To <statalist@hsphsun2.harvard.edu> Subject st: AW: Problem creating large matrices Date Mon, 12 Jul 2010 14:54:16 +0200 Try -mata- then: ************* clear* mata beta = J(160000,1,0) mata des end ************* Why do you need to collect results in a -matrix-? I have never felt the urge to do that, which could be entirely my fault, but let`s see whether we can solve your problem more elegantly. HTH Martin -----Ursprüngliche Nachricht----- Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Achilleas Vassilopoulos Gesendet: Montag, 12. Juli 2010 14:42 An: statalist@hsphsun2.harvard.edu Betreff: st: Problem creating large matrices Dear all, I need to save the results of multiple estimations in a matrix. My simulation produces 160,000 such results but when I?m trying to create a matrix containing 160,000 rows with the following command: matrix beta = J (160000,1,0), I get the following warning : Matsize too small You have attempted to create a matrix with more than 11000 rows or columns or to fit a model with more than 11000 variables plus ancillary parameters. You need to increase matsize using the set matsize command; see help matsize. However, the ?set matsize? command doesn?t accept numbers greater than 11,000. Does anyone know if there is another command to create the matrices which doesn?t fall into the matsize limitations or any other way to circumvent this problem? Thanking you in advance, _____________ - _______________ Achilleas Vassilopoulos Agricultural University of Athens, Dept. of Agricultural Economics and Rural Development, Lab. of Political Economy and European Integration. Iera Odos 75, 11855, Athens, Greece Tel: (+30) 210-5294726 Fax: (+30) 2105294786 e-mail: avassilopoulos.aua@gmail.com * * 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/

**References**:**Re: st: AW: Problem creating large matrices***From:*"Achilleas Vassilopoulos" <axivas@yahoo.gr>

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