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st: pooling estimates

From   DC <>
To   Statalist Statalist <>
Subject   st: pooling estimates
Date   Thu, 16 Sep 2010 16:00:30 -0400


I have a question about poling estimates from separate regressions.
Due to computational reasons (large two-way fixed effect problems), I
need to split a problem into multiple parts. Does anyone have a good
procedure for combining these estimates into one estimate and
constructing standard errors? Thanks.


Marcus Casey, Ph.D.
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