Re: st: Dyadic fixed effects and areg, absorb

[emanuele mazzini <madsoenistata@gmail.com>]

Well, I have to say I am a student willing to get a degree (i.e I am
doing such a research for my final thesis). I asked that because I
know that some authors use that and insert in their regressions both
dyadic and year fixed effects. Obviously it is a kind of robustness
check, so I do not necessarily expect my main variables to be
statistically significant but if they do, I can say that result are
definitely robust, aren't they?
Since you suggested a more parsimonious model, what would it be? What
kind of fixed effects would you insert in such a regression?

Thank you very much,
Regards,
Emanuele.


2011/4/15 Nick Cox <njcoxstata@gmail.com>:
> It starts sounding like a statistical equivalent of a rather empty
> model. If I say, interactions between countries over time depend on
> precisely which countries and precisely when, the reaction to those
> words is, Well, yes. If you say, and here are thousands of parameters
> to summarize that, how is that scientifically or practically
> interesting or useful?
>
> I don't know what your overall objective is. Are you a student and you
> want to pass an examination or to get  a degree? Are you a researcher
> and you want a publishable paper? Either way, as you ask for
> reactions, mine is that I would expect anyone in your friend to be
> more interested in a much more parsimonious model.
>
> On Fri, Apr 15, 2011 at 3:31 PM, emanuele mazzini
> <madsoenistata@gmail.com> wrote:
>> Dear all Stata users,
>> I am trying to work out a regression with an unbalanced bilateral
>> panel dataset in which I need to include both dyadic fixed effects and
>> year fixed effects. Since my dataset is very huge (it includes more
>> than 600,000 observations) and I cannot generate a dummy for the
>> variable dyads (which is the unique dyads identifier), I thought that
>> I can accomplish this by using the following command:
>>
>> areg...., absorb(dyads)
>>
>> by including only the dummies that refer to the years to take into
>> account the year fixed effects, while absorb(dyads) is supposed to
>> take into account the dyadic fixed effects.
>>
>> I am not looking really for an help, but more for an advice: what do
>> you think about this solution to my problem (i.e. to the impossibility
>> to generate more than 15,000 dummies)? Do you think this may work?
>>
>> Thanks to all of you in advance for your time and consideration,
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