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Re: st: Subtracting out many fixed effects
From
Clive Nicholas <[email protected]>
To
[email protected]
Subject
Re: st: Subtracting out many fixed effects
Date
Mon, 21 Jun 2010 09:10:45 +0100
Chris Parker wrote:
> I'm trying to run a panel regression with a large number of fixed
> effects in addition to the group fixed effects that xtreg takes care
> of for me. Because of the large number of variables I cross the limit
> on matsize of 11,000. I have therefore opted to subtract out some of
> the fixed effects. My problem is that I don't know the best way to do
> this when there are multiple fixed effects to be subtracted out.
[...]
You ought to be running -xtreg- with the -i()- and -fe- options
switched on: this will automatically take care of your fixed effects
and do the de-meaning for you. What happens when you do this?
--
Clive Nicholas
[Please DO NOT mail me personally here, but at
<[email protected]>. Please respond to contributions I make in
a list thread here. Thanks!]
"My colleagues in the social sciences talk a great deal about
methodology. I prefer to call it style." -- Freeman J. Dyson.
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