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st: regression r(103): too many variables

From   Paul Higgins <>
To   "''" <>
Subject   st: regression r(103): too many variables
Date   Tue, 23 Feb 2010 14:27:36 -0600

Hi all,

I am trying to use regress to run a linear regression.  The specification has a lot of rhs variables (around 2500), the majority of which are binary (0/1) variables.  The data set contains about 13700 observations.  At the top of the .do file I set mem to 5 gigabytes, maxvar to 10000 and matsize to 10000.  I'm using Stata / SE 10.1 for Windows, under Windows XP Professional x64 edition version 5.2, on a machine that has 8 gigabytes of physical memory on-board.  I am getting r(103), "Too many variables specified".  I've poked around the documentation, and I can see no mention of any internal limits to the regress command regarding number of variables.  Thus, I have assumed that only the general limits for Stata SE apply: maximum of 32767 variables, maximum matsize of 11000.  But I appear to be wrong.

Suggestions, please?


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