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st: constraining regressions using the reg3 command
I am trying to constrain a variable to be equal across 156 regressions. The
code looks something like this:
constrain define 1
reg3 (ia1-ia156= $stage1) $stage2, exog($stage1a) endog(treat ia1-ia156)
where $stage1, $stage2, $stage1a are globals containing lists of explanatory
My problem is that either the program runs out of memory or the matrix
becomes too large for it. Is there perhaps a better way of doing this? Any
help would be appreciated. I'm trying various other methods at this time.
System has a 2 ghz xeon processor and 1 gb of ram.
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