Hi Christer,
If you are looking at matsize help you can see that
the 800 limitation is only for Intercooled STATA. For
STATA/SE you can go up to 11000 (I have STATA 8.2, but
I suppose that this is true also for STATA 9). It's
not clear from your mail which version of STATA 9 do
you have - Intercooled or SE.
Hope this helps,
Andrei
--- Christer Thrane <[email protected]> wrote:
> To my earlier posting, Josep replied:
>
> "I don't know about the robust regressions not
> converging, but you can -set
> matsize- to overcome the problem with the
> matsize-too-small error."
>
> I have set the matsize to 800. As far as i know,
> that's maximum.
>
> Chris
>
> ----- Original Message -----
> From: "Joseph Coveney" <[email protected]>
> To: "Statalist" <[email protected]>
> Sent: Friday, December 16, 2005 1:52 PM
> Subject: Re: st: No convergance?
>
>
> > Christer Thrane wrote:
> >
> > I have a panel data set with approximately 5 000
> persons surveyed in 12
> > consecutive years totalling about 60 000
> observation/years.
> >
> > If a regress earnings on gender, age, agesq, exp,
> gpa, year (the panel
> > identifier; i.e. the time dimension) plus a few
> dummies for region with
> > the
> > cluster option [cluster(id)], Stata produces the
> expected results results
> > in
> > about two seconds.
> >
> > If i ty to estimate:
> >
> > qreg
> > bsqreg
> > clad
> >
> > on the same variables (ignoring the cluster
> option) I get:
> >
> > convergence not achieved
> > r(430);
> >
> > I have tried to set # of iterations to 100, 500,
> 800--nothing helps...
> >
> > If I try:
> >
> > xtgls
> >
> > on the same variables I get:
> >
> > matsize too small - should be at least 5185
> > r(908);
> >
> > Any suggestions?
> >
> >
>
--------------------------------------------------------------------------------
> >
> > I don't know about the robust regressions not
> converging, but you can -set
> > matsize- to overcome the problem with the
> matsize-too-small error.
> >
> > It might be helpful if you posted your exact code.
> >
> > Joseph Coveney
> >
> > *
> > * For searches and help try:
> > *
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> > * http://www.stata.com/support/statalist/faq
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> >
> >
> >
>
>
> *
> * For searches and help try:
> *
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> * http://www.stata.com/support/statalist/faq
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>
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