[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: What to do if interactive fixed effects are huge?

From   Clive Nicholas <>
Subject   Re: st: What to do if interactive fixed effects are huge?
Date   Wed, 29 Apr 2009 14:12:53 -0400

Yandi Shen wrote:

> Thanks very much for Clive's advice.

Thanks for your thanks.

> But I am afraid the product dimension is too huge. I even cannot
> create a set of dummies for product fixed effects by xi: i.product,
> after setting up the maximum memory and matsize. Does this mean I have
> no choice but  choose to de-mean the variables?

Almost certainly.

> Another problem is that in my case (triple-difference approach, DDD),
> there is only one explanatory variable, i.e. the triple interaction
> term of three dummy variables. Will de-meaning still make sense?

Hard to say without knowing your data.

Others may advise further.

Clive Nicholas

[Please DO NOT mail me personally here, but at
<>. Please respond to contributions I make in
a list thread here. Thanks!]

"My colleagues in the social sciences talk a great deal about
methodology. I prefer to call it style." -- Freeman J. Dyson.

*   For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index