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From | Chris Parker <cparker.phd2007@london.edu> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: Subtracting out many fixed effects |
Date | Mon, 21 Jun 2010 09:51:03 +0100 |
Hi Clive, Thanks for the suggestion. I'd always used i.MYVARIABLE in the regression explicitly which caused me problems with matsize. After your response I dug in a bit deeper and found the -i()- option. Thanks for that. However, the way I subtract out averages by male and then run the regression is exactly what the -i()- option should do. This re-creates the regression as I would expect. The problem I run into is then subtracting averages from a second categorical variables (in my example, topper). I can't specify two or more variables with the -i()- option so I'm back to the same issue as before. In addition, the group fixed effects are not the fixed effects I am trying to manually subtract out. I let Stata handle those. Chris On Mon, Jun 21, 2010 at 9:10 AM, Clive Nicholas <clivelists@googlemail.com> wrote: > 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 > <clivenicholas@hotmail.com>. 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. > > * > * 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/ > > ______________________________________________________________________ > > This email has been scanned by the MessageLabs Email Security System > on behalf of the London Business School community. > For more information please visit http://www.messagelabs.com/email > ______________________________________________________________________ > * * 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/