BookmarkSubscribeRSS Feed
🔒 This topic is solved and locked. Need further help from the community? Please sign in and ask a new question.
somebody
Lapis Lazuli | Level 10

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 :

 

1 ACCEPTED SOLUTION

Accepted Solutions
Rick_SAS
SAS Super FREQ

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;

View solution in original post

1 REPLY 1
Rick_SAS
SAS Super FREQ

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;

SAS Innovate 2025: Call for Content

Are you ready for the spotlight? We're accepting content ideas for SAS Innovate 2025 to be held May 6-9 in Orlando, FL. The call is open until September 25. Read more here about why you should contribute and what is in it for you!

Submit your idea!

What is ANOVA?

ANOVA, or Analysis Of Variance, is used to compare the averages or means of two or more populations to better understand how they differ. Watch this tutorial for more.

Find more tutorials on the SAS Users YouTube channel.

Discussion stats
  • 1 reply
  • 974 views
  • 2 likes
  • 2 in conversation