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st: Mata Memory


From   Natarajan Balasubramanian <nabalasu@syr.edu>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: Mata Memory
Date   Mon, 23 Jul 2012 16:52:53 +0000

Hi,
 
I am having trouble with memory allocation in Stata (I tried both IC Stata 11X64 and IC Stata 12X64, both). 

Here is the command and the error: 
************
felsdvreg y x, ivar(f1) jvar(f2) feff(feff) peff(peff) mover(mover)  group(group) xb(xb) res(res) mnum(mnum) pobs(pobs)

Memory requirement for moment matrices in GB:
  8.045968656
                     J():  3900  unable to allocate real <tmp>[31712,31712]
             decompreg():     -  function returned error
                 <istmt>:     -  function returned error
r(3900);

end of do-file

r(3900);
************
Note that felsdvreg estimates regressions with two high-dimensional fixed effects. In this case, I have about 35,000 of each fixed effect on a dataset of about 200,000. 

For the r(3900), this is what the Stata manual says , "You must take up the problem with your  operating system". Based on an older post, (http://www.stata.com/statalist/archive/2006-10/msg00938.html ), a 64 bit machine (which is what I am using) is better. 8GB is more than the RAM on my machine (4GB) but is there any way to fix this without upgrading the RAM. Note that with a smaller sample (10% of the current one), the same program runs correctly. 


Thanks
Natarajan


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