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Re: st: insufficient memory bootrstrap


From   Stas Kolenikov <[email protected]>
To   [email protected]
Subject   Re: st: insufficient memory bootrstrap
Date   Tue, 19 Jul 2011 09:49:10 -0500

There's been some discussion of related issues on the list, in that
the results keep accumulating in memory rather than being dropped...
although frankly I don't remember what the resolution was. This is
probably an unfortunate combination of the mechanics of -bootstrap-
and the details of implementation of whatever you are bootstrapping
(e.g., your estimation command produces a matrix or tempvar it does
not clear; or the -bootstrap- produces a matrix or a tempvar with each
iteration that it only clears in the end). Of course -drop-ping some
variables and observations should help, but unless you can write a
better program to -bootstrap-, that's likely all you can do as a user.

On Tue, Jul 19, 2011 at 8:13 AM, Jacqueline S. Zweig <[email protected]> wrote:
> Dear Satalist,
>
> I am running a quantile regression with 25 independent variables and
> bootstrapped standard errors.  When I use 250 reps, I get the
> following error message:
>
> Bootstrap replications (250)
> ----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5
> ..............................
> ....................    50
> ..................................................   100
> ..................................................   150
> ..................................................   200
> ..................................unable to restore data due to
> insufficient memory; try discard first
> unable to restore data due to insufficient memory; try discard first
> unable to restore data due to insufficient memory; try discard first
>
>
> Below is my memory allocation. I am using a cluster, so the program is
> able to run on multiple processors.
>
>
> Current memory allocation
>
>                     current                                 memory usage
>     settable          value     description                 (1M = 1024k)
>     --------------------------------------------------------------------
>     set maxvar        11000     max. variables allowed           3.935M
>     set memory        15360M    max. data space             15,360.000M
>     set matsize       11000     max. RHS vars in models        924.080M
>                                                             -----------
>                                                             16,288.015M
>
>
> Is there anything I can do to fix this?
>
>
> Thanks,
> Jackie
>
> *
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>



-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.

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