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st: RE: Large Datasets Panel Data Logit Limits


From   "Lee, Ken" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: RE: Large Datasets Panel Data Logit Limits
Date   Mon, 16 Nov 2009 19:23:06 -0500

The key issue is likely that you are running on a 32-bit machine.  When I ran into this problem a Stata technical engineer said that 32-bit machines are only able to allocate about 1GB per process.  So, allocating 1.5GB of memory, as you did, has no more effect than allocating 1GB.  The only solution given was to switch to a 64-bit machine with the 64-bit version of Stata.   Fortunately, the perpetual license for Stata 10 option that I have allowed me to do that with no additional cost, just obtaining a new license key.  I don't know if that is the case with all license options.

Ken


===================
Ken Lee
MITRE Corporation
703-983-6273 (office)
703-304-6143 (mobile)
===================

"I would rather be exposed to the inconveniences attending too much liberty than to those attending too small a degree of it."
    -- Thomas Jefferson, 1791

-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Paul GERRANS
Sent: Monday, November 16, 2009 5:38 PM
To: [email protected]
Subject: st: Large Datasets Panel Data Logit Limits

Hi,
I have an unbalanced dataset with approx 2.4 million individuals with up to 10 observations over time (quarters). I have six regressors. The file size is 630mb.
In trying to run a panel data logistic regression with group (individuals) and time (quarter) random effects, I am receiving a r(902) error:

no room to add more variables because of width
An attempt was made to add a variable that would have increased the memory required to store an observation beyond what is currently possible.  You have the following alternatives:
1.  Store existing variables more efficiently; see help compress.
2.  Drop some variables or observations; see help drop.  (Think of Stata's data area as the area of a rectangle; Stata can trade off width and length.)
3.  Increase the amount of memory allocated to the data area using the set memory command; see help m
I have increased the mem to 1500mb which is the largest I can allocate. I have dropped all variables I can and have compressed. I continue to get the error.
I am using version 11 and I am using Windows Vista (32-bit).
Any suggestions as to what may be preventing the regression running or anything I can do?
Thanks
Paul

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