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st: Re: ram memory: ms fix does not work (surprised?)

From   Kit Baum <[email protected]>
To   [email protected]
Subject   st: Re: ram memory: ms fix does not work (surprised?)
Date   Tue, 7 Nov 2006 08:22:45 -0500

Others have suggested technical tweaks to your computer. I would suggest that if you are trying to create 1049 GMM Instruments in xtabond2, you probably want to rethink your strategy. If your T is double-digit, letting xtabond2 (or any implementation of Arellano- Bond) make all the possible instruments is a very bad idea. Use the lags suboption to control how far back it goes to generate instruments -- in my own work lags 3-5 are usually enough. Allowing xtabond2 to use lags 3-17 is a recipe for disaster, even if you don't run into problems with XP's memory mismanagement.

For comparison, an Apple xServe with 6 Gb RAM -- a "last-generation" machine, not one of the new Intel Macs -- is running Stata as a 32- bit app (due to the operating system) although the machine is 64-bit. The next release of Mac OS X will allow 'true' 64-bit apps (as Solaris or some Linuxes do). On that machine, I can get away with

set mem 2250m

with no problem.

Kit Baum, Boston College Economics
An Introduction to Modern Econometrics Using Stata:

On Nov 7, 2006, at 2:33 AM, Roberto wrote:

This is a huge issue as I cannot run the xtabond2 estimations I need
to, since the system runs out of memory:
   xtabond2_mata():  3900  unable to allocate real <tmp>[35360,1049]
                   <istmt>:     -  function returned error
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