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st: Cnreg with fixed effect
From
Milet Emmanuel <[email protected]>
To
[email protected]
Subject
st: Cnreg with fixed effect
Date
Mon, 31 Jan 2011 14:50:51 +0100
Dear Stata users,
I intend to run a Cnreg estimation with fixed effect. The routine on
Stata does not include any fixed effect option, so I add them one by one.
I have a panel with many dimensions (year*country*firm*product) and my
censoring variable is year*country*product specific.
I estimate exports (at the year*country*firm*product level) using GDP,
Distance, Population, etc...
I replace all the zero flows by the smallest amount exported to a givern
country for a given product a given year. So in the end, my export
variable is both firm-specific and has some observations that are
year*country*nef specific.
My problem is that the procedure takes too much time to run (when I
include all the fixed effects, there are almost 8000).
I am looking for a way to transform my variables in order to get rid of
the fixed effect (like substracting the mean if I were running an xtreg
with 2 dimensions).
This cannot work here however, since my censoring variable is not
firm-specific.
E.Milet
University Paris 1
Paris, France
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