st: xtset issues

[Ada Ma <heu034@googlemail.com>]

Hi Statalist,

I am trying to estimate a fixed effects regression with many
individuals.  It is a wage regression, using annual data.  The problem
is that some people have multiple jobs.  This means that some
individuals have several observations within each time period, so if I
use:

xtset piden year, y

Stata will issue an error message saying that there are multiple
observations within each time period.

I can't estimate this model using anything else as I have too many
individuals - I have over 155,000 individuals in my model - if I use
-areg- or -xi- I will get the "matsize too small" error message.

I can't use the user written command -felsdvreg-  either as the model
comes with importance weights that I must use.

If you have any suggestions on what I may do, please fire away!

Many thanks in advance.

Regards,
Ada Ma
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