Message: 4
Date: Mon, 11 Feb 2019 19:42:17 -0500 (EST)
From: Allin Cottrell <cottrell(a)wfu.edu>
To: Gretl list <gretl-users(a)lists.wfu.edu>
Subject: Re: [Gretl-users] Fixed Effect crashed when I tried to
include over 5000 entity dummies
Message-ID: <alpine.LFD.2.20.3.1902111935360.3472(a)myrtle.attlocal.net>
Content-Type: text/plain; charset=US-ASCII; format=flowed
On Sun, 10 Feb 2019, Fred Engst wrote:
> here is the top part of my crash report [...]
Thanks. If we're ever to get to the bottom of what happened here, a
little more information could be helpful, namely
* What was the time-series length of your panel?
* How many regressors did you have, besides the 5000
dummies?
* Roughly how long did the estimation run before the crash?
* Was there any evidence that estimation was finished at the
time, or was it still struggling away?
Also, if you'd like to send me the full crash report offlist, maybe
I'll find something useful in it.
Allin
Thanks Allin for getting back to me.
You guys are doing a great job creating gretl.
Here is a part of the output from running a script from gretlcli that did not crash:
-------------------------------------------------------------------------------------------------
periodicity: 3, maxobs: 15750
observations range: 1:1 to 5250:3
Listing 13 variables:
0) const 1) company 2) year
3) l_NPV 4) l_total_asset 5) l_fixed_capital
6) l_longterm_debt 7) l_floating_debt 8) l_govern_capital
9) l_adfee 10) l_rdfee 11) l_salary
12) flognpv
? genr unitdum
Panel dummy variables generated.
? genr timedum
Panel dummy variables generated.
? ols l_NPV 0 l_total_asset l_fixed_capital l_longterm_debt \
l_floating_debt l_govern_capital l_adfee l_rdfee l_salary dt_* du_*
------------------------------------------------------------------------------------------------------
When I use OLS on the GUI, once I add those unit dummies and click OK, it will crash right
away.
Attached is the crash report using OLS, not the one using tobit.
The crash report has 5 lines on gretl:
7 gretl 0x000000010eb7a4ba lib_command_sprintf + 186
8 gretl 0x000000010eb826b7 do_model + 359
9 gretl 0x000000010ebaf5a0 selector_doit + 64
31 gretl 0x000000010eb5e4a7 main + 3847
32 gretl 0x000000010eafc974 start + 52
Fred