连老师,您好!我需要用动态面板模型进行分析,看讲义中的例子动态面板只加了一个时间虚拟变量,除了时间虚拟变量我能再加其它虚拟变量吗?最多加几个?
我试了一下只加一个时间虚拟变量(共21个)进行估计没有问题,在此基础上,我又加入了一个虚拟变量——表示国家随时间变化的固定效应,这个虚拟变量有525个,用xtabond命令估计时就出不了结果了,给出了以下提示:
no room to add more variables because of width
An attempt was made to add a variable that would have increased the memory required to store an observation beyond
what is currently possible. You have the following alternatives:
1. Store existing variables more efficiently; see help compress.
2. Drop some variables or observations; see help drop. (Think of Stata's data area as the area of a rectangle;
Stata can trade off width and length.)
3. Increase the amount of memory allocated to the data area using the set memory command; see help memory.
我用help memory查看了一下,我也搞不懂啊,我输入memory和query memory后分别显示以下内容:
. memory
bytes
--------------------------------------------------------------------
Details of set memory usage
overhead (pointers) 138,936 0.26%
data 23,063,376 43.99%
----------------------------
data + overhead 23,202,312 44.25%
free 29,226,480 55.75%
----------------------------
Total allocated 52,428,792 100.00%
--------------------------------------------------------------------
Other memory usage
set maxvar usage 2,001,730
set matsize usage 32,176,000
programs, saved results, etc. 221,171
---------------
Total 34,398,901
-------------------------------------------------------
Grand total 86,827,693
. query memory
Current memory allocation
current memory usage
settable value description (1M = 1024k)
--------------------------------------------------------------------
set maxvar 5000 max. variables allowed 1.909M
set memory 50M max. data space 50.000M
set matsize 2000 max. RHS vars in models 30.685M
-----------
82.594M
请问连老师,我该怎么设置呢?一个面板模型中最多可以加入多少个虚拟变量?加多少个虚拟变量对于静态面板和动态面板有区别吗?谢谢您。