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st: re: xtabond2 error


From   Christopher Baum <kit.baum@bc.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: re: xtabond2 error
Date   Fri, 2 Dec 2011 13:15:46 -0500

<>
I am getting following error message while running a GMM model with xtabond2:

 editmissing():  3900  out of memory
  _ParseInsts():     -  function returned error
 xtabond2_mata():     -  function returned error
 <istmt>:     -  function returned error
 
I have updated my Stata from 11.0 to 11.2 as someone suggested that it will solve the problem, but I am still getting the same error message and feel really helpless. I have over 56,000 observations with more than 400 time periods (this is a weekly panel which is unbalanced).  


As in my recent reply to another posting, with 400 time periods, you are trying to create THOUSANDS of additional instrument variables unless you restrict the GMM-style instruments with the lag( ) suboption. See the description of that suboption. You probably don't want to go back more than a few time periods.

Kit

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


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