My first suggestion would be to Google Liang Xie and Larry Madden's paper "%HPGLIMMIX: A High Performance SAS Macro for GLMM Estimation,"  Journal of Statistical Software, 58(8).  A copy of the macro can be obtained at http://www.jstatsoft.org/v58/i08. My second suggestion is to check the available memory for your instance of SAS.  You may have to step up the memsize= global option. If neither of these work, you may need to sample and bootstrap your estimates in a model-averaging context. Steve Denham ... View more