st: Fixed effect model with 4,000 panels for 400 periods of timeand clustering by panel?

["Julian Cristia" <Julian.Cristia@cbo.gov>]

Hi all.

I have Intercooled Stata 8.0. I am trying to estimate a fixed-effects model with 4,000 panels through 400 periods of time. I want to add dummies by panels and time. I also want to cluster observations by panels.

I tried with:

xi: areg work i.month anychildren pregnant [pweight=weight], absorb(panelid) cluster(panelid)

but Stata gives me the following error message

"no room to add more variables due to width
An attempt was made to add a variable*"

Any suggestions? Thanks!!!

Julian Cristia




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