Dear Jack,
Thank you. Indeed, gretl only crashed when adding the --cluster=unit option.
Best,
Artur
 
<hansl>
list xvars = const PROFI(-1) TAILLE(-1) MTB(-1) VOLAT(-1) D55 D55PROFI
genr unitdum
ols DFMN xvars du_*        # It works
ols DFMN xvars du_* --cluster=unit  It doesn't
<\
 
 
From: Riccardo (Jack) Lucchetti
Date: 2013-12-24 20:52
To: Gretl list
Subject: Re: [Gretl-users] on gretl's capacity to handle a large matrix
On Tue, 24 Dec 2013, artur.bala.tn wrote:
 
> Dear Allin,
> Is there something like Stata's "set matsize" command in gretl?
 
No, that isn't necessary; gretl will use all the memory you have if
necessary.
 
> gretl crashed when estimating a panel including 600 unit dummies (LSVD
> estiamtion); Stata did stop over and asked to increase the matsize
> capacity to handle a larger matrix (the upper limit is 11 000)
 
That is a bug, gretl shouldn't crash. In the worst-case scenario, it
should spit out an 'Out of memory!' error message and stop the present
command, certainly not crash. It would be useful to know exactly what you
did to trigger the crash. Could you post a script?
 
> Merry Christmas to you and to the gretl community!
 
And to you!
 
-------------------------------------------------------
   Riccardo (Jack) Lucchetti
   Dipartimento di Scienze Economiche e Sociali (DiSES)
 
   Università Politecnica delle Marche
   (formerly known as Università di Ancona)
 
   r.lucchetti@univpm.it
   http://www2.econ.univpm.it/servizi/hpp/lucchetti
-------------------------------------------------------
 
 
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