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st: huge amount of j-th related individual dummies


From   massimiliano stacchini <mastacchini@yahoo.it>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: huge amount of j-th related individual dummies
Date   Mon, 19 Dec 2011 15:46:11 +0000 (GMT)

Dear users,
I need to
run in STATA the following model   y(i , j , t)  = X(i , j , t ) + D(i) + F(j) + H(t)D(i) F(j), H(t)  represent a set of fixed effects dummies respectively for the i-th lender , the j-th borrower and the it-th period.
The problem is that I have 60,000
borrowers (60,000 j-th related dummies). 

The command: 

xi: regress rate  i.borrower ....i.time i.lender 

does not support a so
huge amount of related-to-borrowers –dummies.

Could you suggest me how can I deal with this problem ?
thanks  

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