I want to get the Newey West standard errors using the instruction in this post https://support.sas.com/kb/40/098.html
However, my dataset is quite large so SAS returns a Out of memory error. Is there a way to achieve this task for a large regression with many independent variables?
Here is a copy of the error:
ERROR: Java virtual machine exception. java.lang.OutOfMemoryError: GC overhead limit exceeded.
ERROR: Java virtual machine exception. java.lang.OutOfMemoryError: GC overhead limit exceeded.
proc model data=Sample_reg_iv;
instruments x1 x2 x3;
r=b0+b1*x1 + b2*x2 + b3*x3;
fit r / gmm kernel=(bart,7,0);
ods output ParameterEstimates=temp7 ;
run;
here is my code :
The error can occur when the ODS system attempts to make graphs of huge data. Use PLOTS=NONE:
proc model data=Sample_reg_iv PLOTS=NONE;
The error can occur when the ODS system attempts to make graphs of huge data. Use PLOTS=NONE:
proc model data=Sample_reg_iv PLOTS=NONE;
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