I'm currently attempting a multinomial logit model on a large sample of panel data.

I'm having a problem where I need to be able to create dummies for each individual in the sample to control for the individual fixed effects. 

In order to do so while using the logit model, I need to dummify the person ID (PID) in the sample.

I've opened the gretl console and I enter the following commands:

discrete PID      <----transform the variable, 19,421 values, to be discrete

dummify PID    <----create dummies for each individual to control for fixed effects

The last command causes gretl to crash, giving a libcairo_32.dll error. This happens on whichever computer I am using. Occasionally, if I use the menus instead of the console, it will give an 'out of memory' error. My PC is definitely sufficiently powerful. 

Does anyone have any ideas as to how I can get around this issue? 

Thanks,

Simon