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RE: st: huge amount of j-th related individual dummies


From   Cameron McIntosh <cnm100@hotmail.com>
To   STATA LIST <statalist@hsphsun2.harvard.edu>
Subject   RE: st: huge amount of j-th related individual dummies
Date   Mon, 19 Dec 2011 11:20:58 -0500

Sorry for my slow uptake - What are (1) the exact nature/structure of the data and (2) the goals of the analysis? More detail would be helpful.

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