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Re: st: saving coefficients for "absorb" variable for areg command


From   Austin Nichols <[email protected]>
To   [email protected]
Subject   Re: st: saving coefficients for "absorb" variable for areg command
Date   Sat, 18 Sep 2010 09:08:23 -0400

Benhoen2 <[email protected]>:
See -fese- on SSC for starters.

On Fri, Sep 17, 2010 at 5:34 PM, Benhoen2 <[email protected]> wrote:
> I am using the areg command to estimate two regressions with large
> categorical dummy-variable sets.  This command allows the option
> "absorb(varname)" to accommodate the set of dummy variables.  This is highly
> advantageous to me because the variable has >1000 categories and the
> estimation is very efficient.
>
> Is there a way to save the coef estimates for from this command for these
> factors?  Alternatively is there another command that gets me there in a
> different way.  To this end you should know I tried running regress using
> i.varname but after 15 minutes I stopped the command.
>
> Thanks,
>
> Ben

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