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st: Quantile regression with fixed effects and first differences
From
Nick K <[email protected]>
To
[email protected]
Subject
st: Quantile regression with fixed effects and first differences
Date
Mon, 9 May 2011 12:15:11 +0200
Hi,
I've been battling with this issue for ages and can't seem to get it to work.
I need to do a median regression with both time and individual fixed
effects, and the dependent variable is in first differences.
I've tried using xi:qreg .... i.year, etc., but the individual fixed
effects would give me > 25,000 dummies which Stata/my PC can't handle.
I think I've solved the first difference issue by manually doing it:
gen fDepVar = d.DepVar, but the fixed effects are killing me!
Thanks
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