Please make sure to have:
-Enough execution time limit! Change it on your server if not long enough to let all dummy data import.
-Check to have have enough memory limit. You can increase it yourself by adding this line into your wp-config.php file : define('WP_MEMORY_LIMIT', '94M');
Or ask your hosting provider to do it for you.
Importing dummy data without attachments, also helps decrease further the amount of data to load. Let us know.