Mario Macis replied:
> Thanks. However, I forgot to mention that my dataset
> contains over 1 million individuals, hence areg is not
> feasible...
Doing test runs, it's clear that Stata simply cannot cope -absorb-ing 1
million fixed effects because of insufficient memory and/or disk space.
Therefore, the problem doesn't lie with -areg-, and I suspect you'd find
the same problem with any other command which allows you to switch on the
same options.
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