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Re: st: insufficient memory bootrstrap


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: insufficient memory bootrstrap
Date   Tue, 19 Jul 2011 11:15:11 -0400

See also e.g.
http://www.stata.com/statalist/archive/2006-12/msg00471.html
http://www.stata.com/statalist/archive/2009-07/msg01059.html

On Tue, Jul 19, 2011 at 10:49 AM, Stas Kolenikov <skolenik@gmail.com> wrote:
> There's been some discussion of related issues on the list, in that
> the results keep accumulating in memory rather than being dropped...
> although frankly I don't remember what the resolution was. This is
> probably an unfortunate combination of the mechanics of -bootstrap-
> and the details of implementation of whatever you are bootstrapping
> (e.g., your estimation command produces a matrix or tempvar it does
> not clear; or the -bootstrap- produces a matrix or a tempvar with each
> iteration that it only clears in the end). Of course -drop-ping some
> variables and observations should help, but unless you can write a
> better program to -bootstrap-, that's likely all you can do as a user.
>
> On Tue, Jul 19, 2011 at 8:13 AM, Jacqueline S. Zweig <smith2@usc.edu> wrote:
>> Dear Satalist,
>>
>> I am running a quantile regression with 25 independent variables and
>> bootstrapped standard errors.  When I use 250 reps, I get the
>> following error message:
>>
>> Bootstrap replications (250)
>> ----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5
>> ..............................
>> ....................    50
>> ..................................................   100
>> ..................................................   150
>> ..................................................   200
>> ..................................unable to restore data due to
>> insufficient memory; try discard first
>> unable to restore data due to insufficient memory; try discard first
>> unable to restore data due to insufficient memory; try discard first
>>
>>
>> Below is my memory allocation. I am using a cluster, so the program is
>> able to run on multiple processors.
>>
>>
>> Current memory allocation
>>
>>                     current                                 memory usage
>>     settable          value     description                 (1M = 1024k)
>>     --------------------------------------------------------------------
>>     set maxvar        11000     max. variables allowed           3.935M
>>     set memory        15360M    max. data space             15,360.000M
>>     set matsize       11000     max. RHS vars in models        924.080M
>>                                                             -----------
>>                                                             16,288.015M
>>
>>
>> Is there anything I can do to fix this?
>>

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