I have STATA/MP 14.0. I have around 7500 firm year observations. I was running my regressions normally and then suddenly STATA started showing some problems.
1. It all began when i attempted to include firm fixed effect dummies in my regression mode as: Dep var = Indep var + controls + i.firm_id i.Year
I got following error message:
matsize too small
You have attempted to create a matrix with too many rows or columns or attempted to fit a
model with too many variables. You need to increase matsize; it is currently 400. Use set
matsize; see help matsize.
If you are using factor variables and included an interaction that has lots of missing cells,
either increase matsize or set emptycells drop to reduce the required matrix size; see help
set emptycells.
If you are using factor variables, you might have accidentally treated a continuous variable
as a categorical, resulting in lots of categories. Use the c. operator on such variables.
r(908);
2. I then increased matsize as: set matsize 11000 and re-ran my regression and got following error:
op. sys. refuses to provide memory
r(909);
3. I tried to reboot my system but is facing same problem. I am now not even able to run a simple linear regression and getting the same error message r(909).
Please help. Thanks a lot in advance!
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