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Re: st: most efficient way to include several fixed effects


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: most efficient way to include several fixed effects
Date   Mon, 23 Mar 2009 17:46:39 -0400

and also:
findit felsdvreg

On Mon, Mar 23, 2009 at 4:46 PM,  <vzavacka@worldbank.org> wrote:
> I am using a large panel data set (2.5mil observations) with three dimensions:
> exporter, product and year. I would like to estimate a model including the
> following fixed effects:
>
> exporter_year
> product_year
> exporter_product
>
> What is the most efficient way to include these fixed effects?  I was looking
> into areg but it can only absorb one of these FE and the size of my dataset
> makes it impossible to just generate dummies for the other two.
>
> thanks in advance for your help

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