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  • Nonparametric Command Not Running

    I am trying to run nonparametric model but the command did not return any results or error message but kept rolling.
    here is my command: npregress kernel export financial size productivity countryd* industryd* yeard*, imaic
    I am not sure what I am doing wrong. Any advice would be appreciated.

  • #2
    Seun:
    welcome to this forum.
    As per FAQ:
    1) please use -dataex- to share an example/excerpt of your dataset;
    2) please report exactly what you typed (and, if fesible, what Stata gave you back) via CODE delimiters, Thanks.
    Kind regards,
    Carlo
    (Stata 19.0)

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    • #3
      I fear that Seun Fabiyi did post what was typed and that the predictor list includes many, many predictors, some of which are indicator variables (often if unfortunately called dummy variables). It's evident that what you are asking for is a lot of work and possible that the result would be very hard to interpret.
      Last edited by Nick Cox; 27 Jun 2023, 02:02.

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      • #4
        Hello,
        I am trying to estimate GMM model, but Stata is returning system error.
        Here is my code and the error.
        . xtabond2 export_bin l_export_bin financial_lib financial2 asset productivity_sales yeard*, gmm(l_export_bin)iv
        > (financial_lib financial2 asset productivity_sales yeard*, equation(level)) nodiffsargan robust orthogonal sma
        > ll
        Favoring space over speed. To switch, type or click on mata: mata set matafavor speed, perm.
        J(): 3900 unable to allocate real <tmp>[126770,63385]
        _Explode(): - function returned error
        _ParseInsts(): - function returned error
        xtabond2_mata(): - function returned error
        <istmt>: - function returned error
        r(3900);

        Please help.
        Thank you for your support.

        Comment


        • #5
          You're asking for a matrix with dimensions [126770,63385] which would have about 8 billion elements. Stata can't find the memory to do that. The real problem is, i guess, trying to fit a highly complicated model. How many data points do you have? How many parameters would there be in that model?

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