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From | emanuele mazzini <madsoenistata@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: Dyadic fixed effects and areg, absorb |
Date | Fri, 15 Apr 2011 17:06:55 +0200 |
Well, I have to say I am a student willing to get a degree (i.e I am doing such a research for my final thesis). I asked that because I know that some authors use that and insert in their regressions both dyadic and year fixed effects. Obviously it is a kind of robustness check, so I do not necessarily expect my main variables to be statistically significant but if they do, I can say that result are definitely robust, aren't they? Since you suggested a more parsimonious model, what would it be? What kind of fixed effects would you insert in such a regression? Thank you very much, Regards, Emanuele. 2011/4/15 Nick Cox <njcoxstata@gmail.com>: > It starts sounding like a statistical equivalent of a rather empty > model. If I say, interactions between countries over time depend on > precisely which countries and precisely when, the reaction to those > words is, Well, yes. If you say, and here are thousands of parameters > to summarize that, how is that scientifically or practically > interesting or useful? > > I don't know what your overall objective is. Are you a student and you > want to pass an examination or to get a degree? Are you a researcher > and you want a publishable paper? Either way, as you ask for > reactions, mine is that I would expect anyone in your friend to be > more interested in a much more parsimonious model. > > On Fri, Apr 15, 2011 at 3:31 PM, emanuele mazzini > <madsoenistata@gmail.com> wrote: >> Dear all Stata users, >> I am trying to work out a regression with an unbalanced bilateral >> panel dataset in which I need to include both dyadic fixed effects and >> year fixed effects. Since my dataset is very huge (it includes more >> than 600,000 observations) and I cannot generate a dummy for the >> variable dyads (which is the unique dyads identifier), I thought that >> I can accomplish this by using the following command: >> >> areg...., absorb(dyads) >> >> by including only the dummies that refer to the years to take into >> account the year fixed effects, while absorb(dyads) is supposed to >> take into account the dyadic fixed effects. >> >> I am not looking really for an help, but more for an advice: what do >> you think about this solution to my problem (i.e. to the impossibility >> to generate more than 15,000 dummies)? Do you think this may work? >> >> Thanks to all of you in advance for your time and consideration, > * > * 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/ > * * 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/