Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Panel data: large number of linear time trends


From   William Gui Woolston <william.woolston@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Panel data: large number of linear time trends
Date   Fri, 24 Feb 2012 09:09:47 -0800

Dear Statalist Users,

I am estimating a panel data model, where the unit of observation is a
county-year.  There are roughly 3,100 counties in the United States,
and I have data for 12 years.

I wish to include linear county-time trends.  That is, I want a
separate time trend for each county.

Estimating this model by "brute force" (by interacting time with a
dummy for each county) would mean having an additional 3,100 variables
to my model.  Is there a more efficient way to estimate this model?

Thank you so much for your consideration.

William

PS.  Note that some versions of this question have appeared in earlier
Statalist threads
(http://www.stata.com/statalist/archive/2011-05/msg00035.html, for
exacmple), but none of them provides a satisfactory answer.
*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index