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st: How to deal with r(909) "op. sys. refuses to provide memory"??? xtgls

From   Murod Aliyev <>
To   "" <>
Subject   st: How to deal with r(909) "op. sys. refuses to provide memory"??? xtgls
Date   Sun, 9 Dec 2012 10:28:10 +0000 (GMT)

Dear All

I have read a lot of threads on this issue, but still can not resolve my problem:

I am trying to run FGLS (xtgls) with 49,000 observations, 8 years unbalanced panel with around 7,500 groups, 26 varibles in the model.
After first trying xtgls I get a message saying "matsize too small - should be at least 7369". So, I set matsize to 8000, then I get a message r(909) "op. sys. refuses to provide memory". Could you please help me understand what is causing the problem here, and how to reslve it? I presume it is not related to the number of observations or variables, but rather caused by the way FGLS works.

Resources in use:

- 32 bit Windows 7
- RAM 4g
- Stata/SE 12.1
- Stata "About" shows Available Physical Memory 1,945,452 KB
- max_memory set to .

Memory report is as follows:

. memory
 Memory usage
                                           used                allocated
 data (incl. buffers)              35,809,764               67,108,864
 var. names, %fmts, ...                32,668                   52,140
 overhead                           1,064,972                1,065,172
 Stata matrices                             0                        0
 ado-files                            114,691                  114,691
 saved results                         65,115                   65,115
 Mata matrices                         34,884                   34,884
 Mata functions                        14,040                   14,040
 set maxvar usage                   1,391,728                1,391,728
 other                                  2,687                    2,687
 total                             38,449,909               69,849,321

Thanks in advance!

Best wshes,

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