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I am not sure what is causing this specific error, however if you can provide an example worksheet that exhibits that behaviour I will look into it.

Please note that we don't recommend using (R)IGLS for logistic regression for the reasons given in http://www.bristol.ac.uk/cmm/software/support ...

900,000Kcells works out as about 3.4Gb which it is very unlikely that MLwiN can allocate in one contiguous block. It is possible that the calculation runmlwin is doing to work out the space needed is wrong, in which case you can try using the mlwinsettings(size()) option with lower values. The ...

Multiple membership with sampling weights is not possible with MCMC in MLwiN. You can set up multiple membership models with (R)IGLS using special commands (see chapter 19 in the MLwiN manual: http://www.bristol.ac.uk/cmm/software/mlwin/download/mlwin-userman-09.pdf ). If you set it up this way then ...

If you're using (R)IGLS you can use a Wald test, as described in the MLwiN manual http://www.bristol.ac.uk/cmm/software/m ... man-09.pdf. For MCMC estimation you can compare the DIC statistics.

There will also be a module on multiple membership models added to our online course (http://www.cmm.bris.ac.uk/lemma/) in the not too distant future.

You could either put the list of variables into a local macro and loop through that instead of generating possible variable names, e.g.
unab varnames: *
or it might be worth comparing your version with the current one available when running:
net from http://missingdata.lshtm.ac.uk/stata
I just ...

I don't know how Stata decides whether there are column names in the text file, but my guess would be that it bases it on whether there is a value in the first row for at least the number of subsequent columns. If you had created 10 imputed data sets then this would correspond with the value of 10 ...

Could you check whether you still get the same problem with the most recent update of Realcom-Impute? There have been some recent bug fixes in the routine that this error message is referring to.

As far as the maximum memory it can use goes, Realcom-Impute is currently compiled as a 32 bit windows ...

To fill this in correctly you need to press the ... button to the right of the file name text box. You will then be asked to choose a directory where the imputed files will be stored. You will need to make sure that you have the correct user permissions to write to the directory that you select. The ...

The message that you're getting indicates that you're still about 12,000 kcells short. I would suggest increasing the worksheet size to 100,000 and seeing whether you still get the same problem.