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st: anova with large number of dummies

From   jdd smith <>
Subject   st: anova with large number of dummies
Date   Tue, 24 Jul 2012 13:17:50 -0500


I need to do a two-way Anova models with unbalanced cells that include
over 1000 firm dummies,
5 decade dummies and firm/decade interaction effects.
The Stata command anova couldn't handle so many dummies. Does anyone
know how to solve this

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