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Re: st: How can I filter the results with FE regression?
Thank you very much to those who responded my
question. I was doing sth similar to what you
suggested. I outregged the p values and opened the
results in an excel file and with a small macro, I am
filtering the p values with less than 0.05 and I run
those models again to get complete results. This
process reduces the number of regressions I am running
almost 80%. I also apologize for a misleading info
about the # of regressions I am running. Of those 20,
only 10 of them are changing. So I have a total of
1023 combinations. For 18 different regions, I am
running approx. 18500 regressions. At the moment, I am
going to try all of your suggestions to see if there
is a shorter way. Thak you very much again.
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