Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
From | ma9545@bdvb.de |
To | statalist@hsphsun2.harvard.edu |
Subject | st: Firm Fixed Effects and ANOVA |
Date | Fri, 12 Oct 2012 00:54:37 +0200 (CEST) |
Dear Friends, I run an anova (type III partial sum of squares) and will test the firm effects for my model. Therefore, I have firm dummies in my model (i.firmID). However, the number of unique firms is about 20.000. It takes a lot of time until stata produces results. Is there a possibility (e.g. user-written algorithm) in which I can run my model within a shorter period of time? My model looks like: anova variable1 i.firmID; Thanks in advance Mehmet * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/