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st: huge amount of j-th related individual dummies
From
massimiliano stacchini <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: huge amount of j-th related individual dummies
Date
Mon, 19 Dec 2011 15:46:11 +0000 (GMT)
Dear users,
I need to
run in STATA the following model y(i , j , t) = X(i , j , t ) + D(i) + F(j) + H(t)D(i) F(j), H(t) represent a set of fixed effects dummies respectively for the i-th lender , the j-th borrower and the it-th period.
The problem is that I have 60,000
borrowers (60,000 j-th related dummies).
The command:
xi: regress rate i.borrower ....i.time i.lender
does not support a so
huge amount of related-to-borrowers –dummies.
Could you suggest me how can I deal with this problem ?
thanks
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