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st: RE: Issues with xtabond2

From   DE SOUZA Eric <>
To   "" <>
Subject   st: RE: Issues with xtabond2
Date   Mon, 28 Nov 2011 09:53:37 +0100

Trying turning mata off using the option -nomata-
It will probably take much longer too execute, but see if it works then
I haven't tme to analyse the syntax of your command now.

Eric de Souza
College of Europe
Brugge (Bruges), Belgium

-----Original Message-----
From: [] On Behalf Of Alan Jenn
Sent: 28 November 2011 02:34
Subject: st: Issues with xtabond2

I am trying to perform a regression using the GMM estimator with the
xtabond2 function.  I have panel data with about 25,000 observations, 430 groups (unbalanced), and 132 time periods.  My model is of the form:
s(i,t) = s(i,t-1) + p(i,t) + x(i,t) + error (without coefficients) Where s is my dependent variable, p are my variables of interest, and x are my control variables.  My Stata command to implement xtabond is essentially as follows (after implementing xtset for i and t):
xtabond2 s l.s p x, gmm(l.s) iv(p x) robust However, whenever I try running this command I receive the following error:

J():  3900  unable to allocate real <tmp>[8788,8788]
xtabond2_mata():     -  function returned error
<istmt>:     -  function returned error

I have tried allocating more memory using the set memory command and by turning virtual memory on but Stata doesn't allow me to give much more than
1 gb of memory.  Is my syntax incorrect for xtabond2 or are there other possible ways to implement the GMM estimator?  Any assistance would be greatly appreciated!
Thank you very much,
Alan Jenn
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