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]
st: Panel data: large number of linear time trends
From
William Gui Woolston <[email protected]>
To
[email protected]
Subject
st: Panel data: large number of linear time trends
Date
Fri, 24 Feb 2012 09:09:47 -0800
Dear Statalist Users,
I am estimating a panel data model, where the unit of observation is a
county-year. There are roughly 3,100 counties in the United States,
and I have data for 12 years.
I wish to include linear county-time trends. That is, I want a
separate time trend for each county.
Estimating this model by "brute force" (by interacting time with a
dummy for each county) would mean having an additional 3,100 variables
to my model. Is there a more efficient way to estimate this model?
Thank you so much for your consideration.
William
PS. Note that some versions of this question have appeared in earlier
Statalist threads
(http://www.stata.com/statalist/archive/2011-05/msg00035.html, for
exacmple), but none of them provides a satisfactory answer.
*
* 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/