2:50 p.m.
Hi,
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
3:27 p.m.
On Thu, 16 Feb 2012, (s) Simon Grenville-Wood wrote:
Hi,
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.
Is it really? I have no information on how many observations you have in
your dataset, but let's assume for the sake of the argument that you have
80000 (which sounds like a safe bet given that you have nearly 20000
cross-sectional units). You're asking gretl to generate 19421 variables,
each of which will contain 80000 double precision floating-point numbers,
which in turn occupy 8 bytes each. As a result, your newly created
variables would need nearly 11.5 gigabytes of free RAM to be allocated.
This sounds like _a_lot_ of RAM to me.
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti
3:40 p.m.
You would be correct; I have something in the area of 93,000 observations.
Thanks for your quick response, I'll continue to try to find a way around this!
Simon
________________________________________
From: gretl-users-bounces(a)lists.wfu.edu [gretl-users-bounces(a)lists.wfu.edu] on behalf of
Riccardo (Jack) Lucchetti [r.lucchetti(a)univpm.it]
Sent: 16 February 2012 15:27
To: Gretl list
Subject: Re: [Gretl-users] Gretl error/crash
On Thu, 16 Feb 2012, (s) Simon Grenville-Wood wrote:
Hi,
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.
Is it really? I have no information on how many observations you have in
your dataset, but let's assume for the sake of the argument that you have
80000 (which sounds like a safe bet given that you have nearly 20000
cross-sectional units). You're asking gretl to generate 19421 variables,
each of which will contain 80000 double precision floating-point numbers,
which in turn occupy 8 bytes each. As a result, your newly created
variables would need nearly 11.5 gigabytes of free RAM to be allocated.
This sounds like _a_lot_ of RAM to me.
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti
5:31 p.m.
On Thu, 16 Feb 2012, (s) Simon Grenville-Wood wrote:
You would be correct; I have something in the area of 93,000
observations.
Thanks for your quick response, I'll continue to try to find
a way around this!
You could try de-meaning the data instead of creating a vast
number of dummies.
series dmx = x - pmean(x)
Allin Cottrell
5006
days inactive
5006
days old
3 comments
3 participants
participants (3)
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(s) Simon Grenville-Wood -
Allin Cottrell -
Riccardo (Jack) Lucchetti