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lm_robust clustered errors crashes

Open jpcoblentz opened this issue 6 years ago • 6 comments

I have a dataset with 1046167 rows, and lm_robust crashes when I specify a cluster. Is this a known bug with large datasets?

jpcoblentz avatar Aug 27 '19 18:08 jpcoblentz

Can you please post the error message if available?

nfultz avatar Aug 27 '19 18:08 nfultz

it doesn't throw an error, it just hangs and crashes my R session

jpcoblentz avatar Aug 27 '19 18:08 jpcoblentz

Thank you for posting this -- we'll look into large datasets.

acoppock avatar Sep 04 '19 01:09 acoppock

This is likely related / more extreme case of #312 - the large number of rows is likely causing loss of precision somewhere, causing it to loop.

nfultz avatar Sep 04 '19 01:09 nfultz

@Jacoblentz415, I recommend setting se_type = "stata" until we can resolve the above. (note: these will be different SEs and dfs as per our docs, but the problem is likely in the CR2 estimator)

lukesonnet avatar Sep 06 '19 15:09 lukesonnet

@nfultz, I actually think this is closer to #276

lukesonnet avatar Sep 06 '19 20:09 lukesonnet