Dear community,

I hope all of you are doing well.

I am currently working on a project where I need to implement the suest command after obtaining different estimates from a linear regression model. The model is the same one for all the different outcomes, but the number of observations may be different for each of such outcomes. The problem here is that I need to store around 1000 estimates before implementing suest, but Stata only allows to store up to 300 due to potential memory issues that may arise if you store too many results. This is not an issue for me since I am working in a server with a lot of memory capacity.

I cannot switch from estimates store to estimates save because suest works only with the former, not the latter (that is my understanding, but I wish I was wrong).

To be illustrative, I show my code here:

Code:
foreach Y in `Yvars' {
    reg  `Y' `X' `X2'
    estimates store `Y'
}    


suest `Yvars', vce(cluster ClusterVar)
After this, I also implement the lincom command.

My problem is the limit of 300 estimates that can be stored in the memory, since suest works only with estimates store, not with estimates save. I am looking for a solution to this problem, and I am thiking of different possibilities:
  1. Is there any other Stata command that can do the same work of suest, but that it may be possible to work with estimates save instead of estimates store?
  2. Is it possible to link a .ster file generated with estimates save(where the estimate results are stored in the hard drive) to the memory so my results saved in the disk are "loaded" to the memory sequentially and suest can do its job? I am thinking of something like that Stata "calls to memory" batches of, let's say, 200 estimates saved in the disk, then suest starts to work, and the estimates stored in the memory are replaced subsequently after the suest uses them.
I am not sure if there is any other possible solution to my problem, but everything is welcome.

Thanks a lot.