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From |
Partha Deb <partha.deb@hunter.cuny.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Memory requirements for factor variables |

Date |
Mon, 03 May 2010 09:23:22 -0400 |

Partha Federico Belotti wrote:

Partha, I think there is no way to do that in stata. An alternative could be mata. Clearly, you have to write down the ado for your econometric model. An example using OLS is below. HTH Federico ****** do ******* clear all set mem 10m set more off set seed 123456 set obs 100000 mata real matrix factor_reg(rows,cols,d1,d2,d3,d4,x,y) { D = J(rows,cols,0) for(i=1;i<=cols;i++) { for(j=1;j<=rows;j++) { if (d1[j]==i | d2[j]==i | d3[j]==i | d4[j]==i) D[j,i]=1 } } X = x,D,J(100000,1,1) Y = y beta = invsym(X'X)*(X'Y) beta}end gen x = rnormal() gen u = rnormal() gen int d = int(_n/1000) gen int d1 = int(_n/1100) gen int d2 = int(_n/1200) gen int d3 = int(_n/1300) gen int d4 = int(_n/1400) sum gen y = x + u describe,s regress y x i.d sum d tomata mata: factor_reg(100000,100,d1,d2,d3,d4,x,y) forvalues i=1/`r(max)' { gen byte Id`i' = (d1==`i' | d2==`i' | d3==`i' | d4==`i') } describe,s regress y x Id* exit

-- Partha Deb Professor of Economics Hunter College ph: (212) 772-5435 fax: (212) 772-5398 http://urban.hunter.cuny.edu/~deb/ Emancipate yourselves from mental slavery None but ourselves can free our minds. - Bob Marley * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Memory requirements for factor variables***From:*Austin Nichols <austinnichols@gmail.com>

**References**:**st: Memory requirements for factor variables***From:*Partha Deb <partha.deb@hunter.cuny.edu>

**Re: st: Memory requirements for factor variables***From:*Federico Belotti <f.belotti@econometrics.it>

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