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st: RE: IV with many dummies
From
"Schaffer, Mark E" <[email protected]>
To
<[email protected]>
Subject
st: RE: IV with many dummies
Date
Mon, 2 May 2011 16:02:01 +0100
Alex,
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Alex Kaufman
> Sent: 02 May 2011 15:57
> To: [email protected]
> Subject: st: IV with many dummies
>
> Hi,
>
> I want to run an instrumental variables regression with a
> large number of dummy variables (about 60,000). Is there an
> "areg" version of ivreg? Any other ideas about how I could
> do this? If I don't absorb the variables the regression
> would take a very, very long time.
Are these fixed-effect-type dummies? If so, you can just use official -xtivreg- or unofficial -xtivreg2-, both with the -fe- option.
--Mark
> Thanks a lot,
> Alex
>
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