Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Time-varying characteristics in a Panel Data.

From   natasha agarwal <[email protected]>
To   [email protected]
Subject   st: Time-varying characteristics in a Panel Data.
Date   Mon, 10 Jan 2011 19:10:46 +0000

Dear statalist,

I have an unbalanced panel data on 15,000 firms for 5 years. I am
estimating a Cobb Douglas production function using a within estimator
with robust standard errors.

I understand that the within estimator would take care of the
unobserved time-invariant firm-level factors. However, I also wanted
to account for time-varying firm-level factors for which I wanted to
include firm*year dummies in the specification.

However, when I generate firm*year dummies and include in the
specification, I have allot of firm*year estimated coefficients and it
probably takes me over a day to estimate the same.

Is there any way in stata that I can deal with it more efficiently?

Many thanks in advance.
*   For searches and help try:

© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index