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Re: st: fixed effects with clustered standard errors

From   "Clive Nicholas" <[email protected]>
To   [email protected]
Subject   Re: st: fixed effects with clustered standard errors
Date   Fri, 8 Jul 2005 07:37:31 +0100 (BST)

Mario Macis replied:

> Thanks. However, I forgot to mention that my dataset
> contains over 1 million individuals, hence areg is not
> feasible...

Doing test runs, it's clear that Stata simply cannot cope -absorb-ing 1
million fixed effects because of insufficient memory and/or disk space.
Therefore, the problem doesn't lie with -areg-, and I suspect you'd find
the same problem with any other command which allows you to switch on the
same options.

CLIVE NICHOLAS        |t: 0(044)7903 397793
Politics              |e: [email protected]
Newcastle University  |

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