The main comment I got on the new, Mata-based version of xtabond2 (see
http://www.stata.com/statalist/archive/2005-11/msg00717.html) is that it
uses a lot of memory.
So I have just put up a new version that can operate in a space-saving
mode. Its behavior is controlled by the Mata system parameter
"matafavor". For example, typing the below at the *Stata* (not Mata)
prompt:
mata: mata set matafavor speed
xtabond2 ....
will run a command in speed-optimized mode.
Whereas:
mata: mata set matafavor space
xtabond2 ....
should use much less memory, at a modest cost in speed. (The difference
is that in this mode, xtabond2 does not build the entire matrix of
"GMM-style" instruments, but only builds the rows for each individual as
needed.)
See "help mata_set" for information about mainpulating the matafavor
parameter. Type "ssc install xtabond2, replace" to get the new version.
All of this is relevant for Stata 9 only. Please let me know of any
problems.
--David Roodman
Center for Global Development
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