Hi,

I am using the cmp command to simultaneously estimate three probit equation such as:

DV1 = b0 + b1 + b2 + b3 + b4 + b5
DV2 = b0 + b1 + b2 + b3 + b4 + b5
DV3 = b0 + b1 + b2 + b3 + b4 + b5

The system converges with no issue and the results are as expected.

However, the system does not converge when I remove some variables. In particular, I am interested in estimating the model including b1, b2, and b3 only in one equation, as shown the model.

DV1 = b0 + b1 + b4 + b5
DV2 = b0 + b2 + b4 + b5
DV3 = b0 + b3 + b4 + b5

The message I receive from stata is the following:

unable to allocate matrix;
You have attempted to create a matrix with too many rows or columns or attempted to fit a model with too many variables.


It seems to be a computational issue rather than a statistical one. Is this correct? I am surprised as I have decreased the number of variables included in the model. Is there a way to address this issue? Other possible causes of this problem that I should be attention to?

Thank you in advance.