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st: r(3900) when doing xtabond2


From   donaubaj@hsu-hh.de
To   statalist@hsphsun2.harvard.edu
Subject   st: r(3900) when doing xtabond2
Date   Fri, 18 May 2012 15:03:02 +0200

Dear statalist users,

I started using Stata only about one week ago, so I am not really an expert, but I try to be as specific about my problem as possible:

I have a panel with 21 countries and 8 years, including 7 variables plus time and cross section dummies. The panel is almost perfectly balanced, only few observations are missing. I am using a Stata version with 32bit on a laptop with 64 bit Windows and at a PC with 32 bit Windows.

First, I tried to re-estimate the output that I produced with Eviews (mainly panel estimations with cross section and/or period fixed effects). This worked quite will, I managed to get exactly the same output as I did in Eviews. But when I try to estimate the same model with xtabond2 I am facing huge problems. Usually, I get the following error message:

. xtabond2 LHS-variable all RHS-variables year*, gmm(list of endogenous RHS variables) iv(year*)

Favoring space over speed. To switch, type or click on mata: mata set matafavor speed, perm. J(): 3900 unable to allocate real <tmp>[268485,76710]
              _Explode():     -  function returned error
           _ParseInsts():     -  function returned error
         xtabond2_mata():     -  function returned error
                 <istmt>:     -  function returned error
r(3900);


Even xtabond does not work. Doing this, Stata returns "no observations" (r(2000)).

Unfortunately, I have no clue what could be wrong. I tried several options, including dropping several variables from the model. I saw that other users face similar problems. However, I could not find a viable solution.


Any help would be greatly appreciated.

Thanks!

Julian Donaubauer

Helmut Schmidt University
Hamburg


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