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st: How can I filter the results with FE regression?
I am currently running thousands of fixed effect regressions with panel
data time series but the independent variable I am interested in is same
across all regressions. Right now I am manually reviewing all results
and trying to get the significant ones at alpha= 0.05 level. This
process is taking a lot of time so is there any way to report only the
results that satisfy this significance level only for that variable? For
example I have 20 independent variables (1 to 20) and I am running all
possible combinations but I only care about variable 4. How can I only
see the results that variable 4 are significant in? I would really
appreciate any help on this problem. Thanks in advance....
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