Statistical Procedures

Programming the statistical procedures from SAS
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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;

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