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Re: st: Fixed effect model with 4,000 panels for 400 periodsof time and clustering by panel?
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From |
"Julian Cristia" <[email protected]> |
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To |
<[email protected]> |
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Subject |
Re: st: Fixed effect model with 4,000 panels for 400 periodsof time and clustering by panel? |
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Date |
Wed, 08 Feb 2006 20:23:56 -0500 |
Scott, thank you very much for the suggestion. I will do exactly that.
Julian
>>> [email protected] 2/8/2006 1:04 PM >>>
Creating 400 dummy variables in a dataset of 1,600,000 observations is
going to take a lot memory. The FAQ "Approximizing the size of a
dataset" at http://www.stata.com/support/faqs/data/howbig.html might
be helpful.
Rather than treating each time period as a separate effect, would it
be possible to create year and month dummy variables. This would only
require adding 34 year and 12 month dummies.
Scott
----- Original Message -----
From: Julian Cristia <[email protected]>
Date: Wednesday, February 8, 2006 10:47 am
Subject: st: Fixed effect model with 4,000 panels for 400 periods of
time and clustering by panel?
> 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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