The dataset is not huge-- there are 52749 observations. After setting the -memsize option to 0, I'm able to get a solution on my desktop machine with 12GB RAM, but my laptop with 6GB can't solve the problem no matter what I try. After running the -fullstimer option on the laptop I found that the elapsed time was signficantly different to the CPU time, so I understand that would indicate an error caused by insufficient RAM.
I'm surprised that I can't solve this problem with 6GB of RAM as it doesn't seem like an overly complex problem. SAS also returns the out of memory error almost instantaneously-- I would have thought it would take a while to run and then time out if the memory filled up, but I confess I don't know a lot about how SAS uses memory. Could there be something else going on here? For this problem it is not crucial, but I have other datasets where I am likely to encounter the same issue.
I'm running Windows 7 Professional on a Dell studio XPS 9100 with an Intel core i7 960 3.2GHz processor and 12GB RAM.
Is this PROC GLM inside a SAS stored process -- a SAS program that runs under the context of the BI Platform (or the SAS Platform for Business Analytics)??? If so, you might want to work with Tech Support on this issue.