SUEST causing STATA to unexpectedly shut down

[Swaati Bangalore]

When running the SUEST function on our data (with the following specifications: data size: 4.58 GB, # of observations: ~ 1,000,000, # of observations across models: ~ 200,000, # of columns= ~ 1000, SUEST output VCV matrix size= [15926,15926]) across 70 models, STATA appears to initiate the function successfully. However, we encounter a problem when running SUEST across over 71 models during the compilation of matrices from the function, as STATA unexpectedly shuts down. Furthermore, when we run 80 models without covariates (327,323 observations across 80 models, output VCV matrix dimensions: [640,640]), Stata doesn’t crash.

STATA Version: STATA MP 17 (64 bit)
Hardware: (4x24-core processors)
RAM: 1.5 TB
Storage: 50+ TB SCAN storage

[Shucing Peng]

Hi,
I’m also experiencing the same issue. Some cases execute successfully, but others fail. STATA suddenly crashes, closing unexpectedly

STATA version: Stata 18.0 MP (64 bit), 6-core

[Nick Cox]

#1 got overlooked somehow, but my main guess is that the OP is (was) just asking for a matrix that is far too big for Mata to assign.

#2 contains less information than #1, so I can't improve on that guess. I think more detail is needed and/or that you may be best advised to go straight to StataCorp technical support. An example big enough to reproduce the problem may well be far too big to show or even to explain here.