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st: anova with large number of dummies


From   jdd smith <kysoccer08@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: anova with large number of dummies
Date   Tue, 24 Jul 2012 13:17:50 -0500

Hi!

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
problem?

Thanks,
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