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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

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"My colleagues in the social sciences talk a great deal about
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