好像是几千个变量吧，记不清了.如果超过万为了，要向Stata公司购买。

Setting Stata/SE's limits


    The three limits for Stata/SE are as follows:


        1.  maxvar
                The maximum number of variables allowed in a dataset.  This
                limit is initially set to 5,000; you can increase it up to
                32,767.


        2.  matsize
                The maximum size of matrices, or said differently, the
                maximum number of independent variables allowed in the
                models that you fit.  This limit is initially set to 400,
                and you can increase it up to 11,000.


        3.  memory
                The amount of memory Stata requests from the operating
                system to store your data.  This limit is initially set to
                50 MB.  You may set it to as large a number as your
                operating system will allow.


    You reset the limits by using the


            set maxvar  #          [, permanently]
            set matsize #          [, permanently]
            set memory  #[b|k|m|g] [, permanently]


    commands.  For instance, you might type


            . set maxvar  6000
            . set matsize 900
            . set memory  100m


    The order in which you set the limits does not matter.  If you specify
    the permanently option when you set a limit, in addition to making the
    change for the present session, Stata/SE will remember the new limit and
    use it in the future when you invoke Stata/SE:


            . set maxvar  6000, permanently
            . set matsize 900, permanently
            . set memory  50m, permanently


    You can reset the current or permanent limits whenever and as often as
    you wish.

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http://www.pinggu.org/bbs/viewthread.php?tid=496556&highlight=%C4%DA%B4%E6