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Re: st: huge amount of j-th related individual dummies
From
[email protected] (Brendan Halpin)
To
[email protected]
Subject
Re: st: huge amount of j-th related individual dummies
Date
Tue, 20 Dec 2011 15:43:14 +0000
On Mon, Dec 19 2011, massimiliano stacchini wrote:
> 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
Will
xtreg rate i.time i.lender, i(borrower)
achieve what you want?
Brendan
--
Brendan Halpin, Department of Sociology, University of Limerick, Ireland
Tel: w +353-61-213147 f +353-61-202569 h +353-61-338562; Room F1-009 x 3147
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