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st: RE: regression r(103): too many variables


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   st: RE: regression r(103): too many variables
Date   Tue, 23 Feb 2010 22:08:34 +0100

<>


This runs w/o a hitch in Stata 10.1 MP. Takes something like 2 minutes:

*******
clear*
set mem 500m
set obs 13700

foreach var of newlist var1-var2500{
		gen byte `var'=runiform()<.3
}

gen y=rnormal()
reg y var1-var2500
*******


HTH
Martin


-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Paul Higgins
Sent: Dienstag, 23. Februar 2010 21:28
To: '[email protected]'
Subject: st: regression r(103): too many variables

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?

PaulH

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