I am trying to construct a within estimator for unbalanced panel.
I have a two-way fixed effect. Both dimensions of the fixed effect are very large (approx. 50,000 each), so I can't use dummies for any of the two.
Is there a STATA procedure that does this?
Alternatively, how can one transform the variables in order to estimate a
within estimator using, for example, reg procedure?
Any help would be greatly appreciated.
Ioan
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