Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
RE: st: huge amount of j-th related individual dummies
From
Cameron McIntosh <[email protected]>
To
STATA LIST <[email protected]>
Subject
RE: st: huge amount of j-th related individual dummies
Date
Mon, 19 Dec 2011 11:20:58 -0500
Sorry for my slow uptake - What are (1) the exact nature/structure of the data and (2) the goals of the analysis? More detail would be helpful.
Cam
----------------------------------------
> Date: Mon, 19 Dec 2011 15:46:11 +0000
> From: [email protected]
> Subject: st: huge amount of j-th related individual dummies
> To: [email protected]
>
>
> 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
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/