Stata contains an parameter called matsize that sets a limit on the size of the matrices that Stata can manipulate. The default is 40, and the maximum allowed is 800. If you get this message, the command just executed wanted to exceed this limit (multiple-equation models, like mlogit, are more likely to run up against matsize limitations than single-equation models). To fix the problem, all you need to do is type set matsize #, where # is a number sufficiently larger than the current matsize. If you are running on a computer with plenty of memory, there seems little reason not to use the maximum: set matsize 800. 2007-06-24