Yandi Shen wrote:
> Thanks very much for Clive's advice.
Thanks for your thanks.
> But I am afraid the product dimension is too huge. I even cannot
> create a set of dummies for product fixed effects by xi: i.product,
> after setting up the maximum memory and matsize. Does this mean I have
> no choice but choose to de-mean the variables?
Almost certainly.
> Another problem is that in my case (triple-difference approach, DDD),
> there is only one explanatory variable, i.e. the triple interaction
> term of three dummy variables. Will de-meaning still make sense?
Hard to say without knowing your data.
Others may advise further.
--
Clive Nicholas
[Please DO NOT mail me personally here, but at
<[email protected]>. Please respond to contributions I make in
a list thread here. Thanks!]
"My colleagues in the social sciences talk a great deal about
methodology. I prefer to call it style." -- Freeman J. Dyson.
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
