Re: st: xtreg: double format and memory issues

[Enrico Cavale <tolacahc@gmail.com>]

It's not the answer I was hoping for, but thank you!

Enrico

2011/3/24 Nick Cox <njcoxstata@gmail.com>:
> My guess is that this is not a route that will bring you much joy if
> only because -regress- and -xtregress-, elaborate though they are, are
> just wrappers for internal code that you cannot tune.
>
> Sorry, but I think you do need more memory or a smaller problem.
>
> Nick
>
> On Thu, Mar 24, 2011 at 5:45 PM, Enrico Cavale <tolacahc@gmail.com> wrote:
>
>> 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?
>
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