Ladies & Gentlemen, up to 7 regressors, STATA could produce regression output successfully. When I added more regressors, STATA showed an error report and asked to increase the matrices size (initially it was 400). However, after enhancing matrices size upto 11000, it showed the following error report: "expression (-_b[lnairqal]/_b[lnluncan]) evaluates to missing". Here 'lnluncan' is my dependent variable.
Is it matsize problem? there are some observations are '0' for two X variables. Is it problem with Pesaran estimation technique? Please suggest.