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


From   [email protected] (Brendan Halpin)
To   [email protected]
Subject   Re: st: huge amount of j-th related individual dummies
Date   Tue, 20 Dec 2011 15:43:14 +0000

On Mon, Dec 19 2011, massimiliano stacchini wrote:

> 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 

Will 

xtreg rate i.time i.lender, i(borrower)

achieve what you want?


Brendan
-- 
Brendan Halpin,   Department of Sociology,   University of Limerick,   Ireland
Tel: w +353-61-213147  f +353-61-202569  h +353-61-338562;  Room F1-009 x 3147
mailto:[email protected]    ULSociology on Facebook: http://on.fb.me/fjIK9t
http://teaching.sociology.ul.ie/bhalpin/wordpress         twitter:@ULSociology

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