.  spatdiag,weights(W1)
(65,225 missing values generated)
unable to allocate matrix;
    You have attempted to create a matrix with too many rows or columns or attempted to fit a model with too many
    variables.

    You are using Stata/MP which supports matrices with up to 65534 rows or columns.  This is the maximum matrix size.

    If you are using factor variables and included an interaction that has lots of missing cells, try set emptycells drop
    to reduce the required matrix size; see help set emptycells.

    If you are using factor variables, you might have accidentally treated a continuous variable as a categorical,
    resulting in lots of categories.  Use the c. operator on such variables.