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From |
massimiliano stacchini <mastacchini@yahoo.it> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
I: st: huge amount of j-th related individual dummies |

Date |
Mon, 19 Dec 2011 16:44:28 +0000 (GMT) |

The covariate X(i,j,t) (duration) is ij-h specific and varies with t (time). The dataset includes the rate (i,j,t) applied by lender 'i' to borrower 'j' in period 't' and the covariate duration which is lender-borrower specific, I need to include fixed effects for lenders (200 banks), borrowers (60,000 individuals) and time (48 quarters). thanks ----- Messaggio inoltrato ----- Da: Cameron McIntosh <cnm100@hotmail.com> A: STATA LIST <statalist@hsphsun2.harvard.edu> Cc: Inviato: Lunedì 19 Dicembre 2011 17:20 Oggetto: RE: st: huge amount of j-th related individual dummies 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 > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**Re: st: capturing the sizes of the sequences of countinous (uninterrupted) values equal to 1***From:*massimiliano stacchini <mastacchini@yahoo.it>

**st: huge amount of j-th related individual dummies***From:*massimiliano stacchini <mastacchini@yahoo.it>

**RE: st: huge amount of j-th related individual dummies***From:*Cameron McIntosh <cnm100@hotmail.com>

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