Hi - I encounter two problems with SystemFit. I have a matrix of 20 variables
(380000 observations each). I am trying to fit using "2SLS" in
Systemfit because I want to be able to simulate new observations with the
resulting model. The first problem I found is that it ran out of memory given
that I have 2GB of RAM. How can I circumvent this? Can I do some mixing or
bootstrapping with small sample each time instead?Another problem is I got
system is computationally singular when I reduce the size of observation to
100000 instead of 380000. Any help would be appreciated. I think my variables
are not really well correlated to that extent. adschai
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