Hi,   I am running a pretty large data set for 500,000 individuals on a daily level over 13 years. I have approximately 500 million observations. I have a problem constructing clustered standard errors on the individual level. It seems like I have a server size problem. I have access to 2 TB, which allows me to construct clustered standard errors for up to 60,000 individuals. It seems like proc surveyreg can run with fewer clusters than proc genmod.   Do anyone have an idea to how to overcome this or what to try?   Best, Frederik   I get this error message with proc surveyreg: ERROR: The SAS System stopped processing this step because of insufficient memory. NOTE: PROCEDURE SURVEYREG used (Total process time): real time 4:34:52.34 cpu time 4:34:23.42   This is my code, if I run with proc surveyreg: Attached.   ... View more