Stata 15 help for set matsize

[R] matsize -- Set the maximum number of variables in a model


set matsize # [, permanently]

where 10 < # < 11000 for Stata/MP and Stata/SE and where 10 < # < 800 for Stata/IC.


set matsize sets the maximum matrix size, which influences the number of variables that can be included in any of Stata's estimation commands. For Stata/MP, Stata/SE, and Stata/IC, the default value is 400, but it may be increased or decreased.

Changing matsize has no effect on Mata.


permanently specifies that, in addition to making the change right now, the matsize setting be remembered and become the default setting when you invoke Stata.


. regress y x1-x400 matsize too small You have attempted to create a matrix with more than 400 rows or columns or to fit a model with more than 400 variables plus ancillary parameters. You need to increase matsize by using the set matsize command; see help matsize. r(908);

. set matsize 450

. regress y x1-x400 (output appears)

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