Memory issue with ggpredict/predict_response of fixest object

[strengejacke]

Discussed in https://github.com/strengejacke/ggeffects/discussions/603

^{Originally posted by **alexandervossen** November 12, 2024} Hi all. Thanks for the great work! I just wanted to rerun some code that is about a year old where I successfully used `ggpredict` to create predictions for plotting a curvilinear effect with `ggplot2`. However, I am no longer able to do so. The fixest model is fairly large with about 2,000,000 observations from 6,000 entities over 200 weeks from 6 markets. What I do in general looks simplified like: ``` m1 <- feols(DV ~ IV + I(IV^2) | product_id + time_id + market_id, data = df) p1 <- ggpredict(m1, terms = c("IV[all]")) ``` While it used to work on my local MacBook (16 GB RAM) a year ago, it now does not anymore and runs out of memory with “vector memory limit of 16 GB reached.” I also tried it on a VM I set up with 180 GB RAM, but that also crashes after running out of RAM as well. I tried with the Grunfeld data, and it seems to work in general, so it might be the large number of observations. Stata’s `margins` also does the job even on the local 16 GB MacBook. And the results are comparable to the older ones I got with `ggpredict`. What also surprises me is that even if I replace "all" with specific values like "0.9 0.99", it finishes, but I get a notification: “Could not compute variance-covariance matrix of predictions. No confidence intervals are returned.” It just returns an object with 1 observation of 2 variables, with "x" and "group" both set to 1. So the actual values of x I requested are not returned, nor are the predictions. Even if I specify` ci.level = NA` (indicating I don’t want CIs), I still get that error. I tried around with different clustering of the SEs in genrating the `feols` model but that did not make a difference. I also tried the new `predict_response` command but the problem remains. Grateful for any suggestions that might give a hint to where the problem is on my side. Thanks! A

[strengejacke]

Not fixed yet, seems to be more complicated...