Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: xtreg: double format and memory issues


From   Enrico Cavale <[email protected]>
To   [email protected]
Subject   st: xtreg: double format and memory issues
Date   Thu, 24 Mar 2011 18:45:19 +0100

Hello everybody,

I'm writing to statalist because I have a memory issue. I need to
estimate a two-way fixed effects model with the constant. In
particular I have 12 regressors, 550000 observations, 3066
individual_by_year fixed effects and 720 daily fixed effects. In stata
it looks like:

xtreg y x1 x2 .... x12 _Iday_*,  fe i(individual_by_year) cluster(individual)

If I'm right I would need something like 3200 mb to run that command,
but I can allocate only 2900 mb. Nevertheless, I noticed that the
modules xtreg.ado, xtreg_fe.ado and regress.ado generate double. So, I
thought that it may be possible to change those double in float and
the memory requirement would drop of half. I tried to figure out how
to change the code, but it seems very difficult to understand the
entire code and then what to change. I thought that maybe someone have
already had  the idea to made this change. Can you help me?

Thanks,
Enrico
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index