You can recover the fixed effects estimates from -xtreg, fe- with
-predict var, u-
Scott
On Nov 7, 2007 9:20 AM, Richard Boylan <[email protected]> wrote:
> I am running regress with 4000 x's and it is very slow (if it gives me
> an answer at all).
>
> I was wondering if there are any tricks that one can use to help
> getting the estimates.
>
> The reason why I have so many x's, is that I am estimating a two-stage
> procedure and I need all the coefficients of the first stage to
> compute the Murphy-Topel standard errors.
> For this reason, I end up having to estimate all the fixed effects as
> dummy variables.
>
> Richard
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