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Re: st: Subtracting out many fixed effects


From   Clive Nicholas <clivelists@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Subtracting out many fixed effects
Date   Mon, 21 Jun 2010 09:10:45 +0100

Chris Parker wrote:

> I'm trying to run a panel regression with a large number of fixed
> effects in addition to the group fixed effects that xtreg takes care
> of for me.  Because of the large number of variables I cross the limit
> on matsize of 11,000.  I have therefore opted to subtract out some of
> the fixed effects.  My problem is that I don't know the best way to do
> this when there are multiple fixed effects to be subtracted out.

[...]

You ought to be running -xtreg- with the -i()- and -fe- options
switched on: this will automatically take care of your fixed effects
and do the de-meaning for you. What happens when you do this?

-- 
Clive Nicholas

[Please DO NOT mail me personally here, but at
<clivenicholas@hotmail.com>. 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.

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