Hello,
how would it be to estimate a random coefficient model - then you probably do not need the mass of dummy variables?
See xtreg or xtmixed or xt at all.
Stephan
---
Stephan Brunow
MSc. in Economics und Diplom-Verkehrswirtschaftler
Professur für VWL, insb. Makroökonomik und Raumwirtschaftslehre/Regionalwissenschaften
Institut für Wirtschaft und Verkehr
Fakultät für Verkehrswissenschaften „Friedrich List"
Technische Universität Dresden
D-01062 Dresden
http://tu-dresden.de/regionalscience
Phone: ++49-(0)351-463-36806
Fax: ++49-(0)351-463-36819
-----Ursprüngliche Nachricht-----
Von: [email protected] [mailto:[email protected]] Im Auftrag von John Worrall
Gesendet: Montag, 7. Mai 2007 21:45
An: [email protected]
Betreff: st: no room to add more variables...
Hi,
I have a panel dataset of about 3800 cases over 12 years (45625
observations). I'm estimating fixed effects models, so I assume that
adds unit dummies. I enter year dummies manually. I also have some
"growth cells" that are dummies (768 in total). Altogether, my
variables, unit dummies, year dummies, and growth cells = just shy of
4600 variables. My system has .99GB Ram. The data file is 39873KB. I
have set maxvar, memory, and matsize to various sizes. I either get
the "no room to add more variables due to width" or it takes an
eternity to run the model--longer than I want to wait. Any ideas? Do
I need more memory?
Thanks,
John Worrall
---------------------------------
John L. Worrall
Associate Professor
Program in Criminology
The University of Texas at Dallas
P.O Box 830688, GR 31
Richardson, TX 75083-0688
(972) 883-4893
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