Thanks to Kit for both suggestions -tmpdir-, which I've now installed, and 
the Stata FAQ, which I should have found.  I've managed to change the 
tmpdir from /tmp to something in my user, for which the limit is only the 
physical hard disk space, but I'm not sure I've solved the problem.  I 
still get the same error message - "3900  unable to allocate real 
<tmp>[287115,120]".  I wonder if mentioning that the "problem" is almost 
certainly due to a Mata matrix (287115X120) is worth anything.
Partha
--On Sunday, December 11, 2005 5:19 PM -0500 Kit Baum <[email protected]> wrote:
I referenced r(tmpdir) in my last message. That was created by  running
Dan Blanchette's tmpdir command (ssc install tmpdir). It is  not defined
otherwise.
The FAQ at http://www.stata.com/support/faqs/data/statatmp.html
suggests use of "STATATMP" as the environment variable, which is then
not platform-specific.
Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
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Partha Deb				ph:  (212) 772-5435
Department of Economics		fax: (212) 772-5398
Hunter College			http://urban.hunter.cuny.edu/~deb/
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