Thank you Allin,
The snapshot works fine now although a little bit slower on this end (obviously, it should be my out-dated computer).
Best,
Artur
 
Artur Bala
economist, consultant
 
phone:   (216) 22 99 73 44
skype:   artur.bala.tn
 
 
 
From: Allin Cottrell
Date: 2013-12-27 18:46
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:
 
> 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
 
I wasn't able to produce an actual crash with your example (i.e. a
segmentation fault), and valgrind (memory checker) says the code is OK,
but... it did take an inordinate time to calculate the clustered standard
errors (gretl became unresponsive for several minutes).
 
This is now fixed in CVS and snapshots. It now takes less than 2 seconds
on my laptop to calculate the 602 x 602 clustered variance matrix.
(Admittedly that's with threaded BLAS running 4 threads.)
 
Allin
 
 
 
 
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