Stata is telling you exactly what is wrong
with your command.
If you are using Intercooled Stata, that is
the end of the road for that command, as you
cannot increase -matsize- above 800.
If you are using Stata/SE or Stata/MP, you
can, and must, increase -matsize-.
In any case, I am not clear that you are doing what
Maarten recommended. I understand that he recommended
-xtreg, fe-, and that you not use -xi:-.
Nick
[email protected]
irodriguez
> I�ve tried this:
> xi: xtreg perform i.codempr, fe i(codempr)
>
> But the outcome is similar:
> i.codempr _Icodempr_1-1203 (naturally coded; _Icodempr_1
> omitted)
> matsize too small
> You have attempted to create a matrix with more than 800
> rows or columns
> or to fit a model with more than 800
> variables plus ancillary parameters. You need to increase
> matsize using
> the
> set matsize command; see help matsize.
> r(908);
>
> What I�m doing wrong?
Maarten Buis
> > Apparently you are trying to estimate a fixed effects regression by
> > adding
> > dummies. A better way of doing the fixed effects regression
> is -xtreg-
> > with
> > the fe option. see: -help xtreg- and the entry for -xtreg- in the xt
> > manual.
irodriguez
> > I am trying to run a OLS regression with panel data (8240
> observations)
> > The explaining variable have 1203 categories
> >
> > I estimate the following model:
> > set mem 50m
> > set matsize 800
> > xi: reg perform i.codempr
> > but the outcome is:
> >
> > i.codempr _Icodempr_1-1203 (naturally coded; _Icodempr_1
> > omitted)
> > matsize too small
> > You have attempted to create a matrix with more than 800 rows or
> > columns
> > or to fit a model with more than 800
> > variables plus ancillary parameters. You need to
> increase matsize
> > using
> > the set matsize command; see help matsize.
> > r(908);
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