my question is related to the bottleneck of SE being a matsize of
11000. I understand that the matrix size is dependent on the
estimator you employ but I don't yet have a feeling how the matrix
size and the number of observations (e.g. the number of companies)
are related. We don't know yet which models we will be using but
let's say that our dataset consists of about 2000 companies/15 years
(unbalanced panel) and 10 independent variables. Assume we want to
apply linear (and/or dynamic) panel models. Besides the OLS estimator
we will need GSL/EGSL, GMM estimators etc. How can I get a feeling of
the max. number of companies/years I can work with in Stata?
