Hi Nils,
Thanks so much! I find --felsdvreg--exactively solves my problem. I
also find in some respects, it works better than the spell fixed
effect estimate discussed in Andrews, Martyn, Thorsten Schank and
Richard Upward (2006). Thanks a lot!
Mandy
On 1/20/09, Nils Braakmann <[email protected]> wrote:
> Dear Mandy,
>
> there is a command -felsdvreg- (try -search felsdvreg, all-) by Thomas
> Cornelißen (see Cornelißen 2006, 2008 for descriptions). My experience
> is that it works better (in terms of memory) than e.g. the
> spell-fixed-effects-approach described in Andrews, Schank and Upward
> (2006). To give an example: I recently had a problem estimting a model
> with person, county and time effects with a rather large dataset.
> Spell-fixed-effects did not work with roughly 14 GB of memory
> allocated, -felsdvreg- worked with about 4 GB.
>
> Best regards,
> Nils
>
> Refs.
> -------
> Andrews, Martyn, Thorsten Schank and Richard Upward, 2006: "Practical
> fixed effects estimation methods for the three-way error-components
> model", The Stata Journal 6(4), pp. 461-481.
> Cornelißen, Thomas, 2006: "Using Stata for a memory saving fixed
> effects estimation of the three-way error component model", FDZ
> Methodenreport 03/2006, Nuremberg. (see
> http://doku.iab.de/fdz/reporte/2006/MR_03-06.pdf)
> Cornelißen, Thomas, 2008: "The Stata command felsdvreg to fit a linear
> model with two high-dimensional fixed effects", The Stata Journal
> 8(2), pp. 170-189.
>
>
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