Re: st: r(3900) when doing xtabond2

[Muhammad Anees <anees@aneconomist.com>]

Donaubauer,

This topic appeared many times and there are many possibilities what
you got that warning. Please look it some search results on Statalist
and also one here:

http://www.stata.com/statalist/archive/2006-11/msg00185.html

which appeared in 2010. I think it can give you a bit of hint to
figure out the reasons.

Thanking
Anees

On Fri, May 18, 2012 at 6:03 PM,  <donaubaj@hsu-hh.de> wrote:
> 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
>
>
> *
> *   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/



-- 

Best
---------------------------
Muhammad Anees
Assistant Professor/Programme Coordinator
COMSATS Institute of Information Technology
Attock 43600, Pakistan
http://www.aneconomist.com

*
*   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/