On Thu, 25 Nov 2010, Yangbo Du wrote: Ah, the crash is coming from the lapack library, and the reason is that we're asking it to do a QR decomposition on a matrix with more columns than rows. The pattern of missing values in your data is such that in your seventh model you have more instruments than observations. This is fixed in CVS: instead of a crash you should get an error message. Allin Cottrell