Dear list-members,
I am trying to run a OLS regression with panel data (8240 observations)
The explaining variable have 1203 categories
I estimate the following model:
set mem 50m
set matsize 800
xi: reg perform i.codempr
but the outcome is:
i.codempr _Icodempr_1-1203 (naturally coded; _Icodempr_1 omitted)
matsize too small
You have attempted to create a matrix with more than 800 rows or columns
or to fit a model with more than 800
variables plus ancillary parameters. You need to increase matsize using
the set matsize command; see help matsize.
r(908);
An answer would be very helpful.
Thank you,
Ines
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