re: st: anova/areg w/ multiple sets of fixed effects

[David Airey <david.airey@vanderbilt.edu>]

Out of curiosity, can you tell me what are the observations and some 
category examples?

-Dave




> I have a dataset with 500,000 observations, and am interested in the
> share of variance in variable Y that is explained by each of three
> categorical independent variables, X1, X2, and X3.
>
> The problem is, each of the X's has many categories: 90000, 2000, and
> 800 respectively. So I can't use anovas because of matsize problems.
> More importantly, I'm not really familiar with anovas, so maybe that's
> the wrong way to go altogether.
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