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From | Fabio Zona <fabio.zona@unibocconi.it> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: Dyadic fixed effects and areg, absorb |
Date | Fri, 15 Apr 2011 17:32:26 +0200 (CEST) |
Emanuele, did you try the Quadratic assignment procedure by Simpson? I think it deals with both dyads and time effects. You can find the file on the internet: type quadratic assignment procedure on google ----- Messaggio originale ----- Da: "emanuele mazzini" <madsoenistata@gmail.com> A: statalist@hsphsun2.harvard.edu Inviato: Venerdì, 15 aprile 2011 16:31:32 GMT +01:00 Amsterdam/Berlino/Berna/Roma/Stoccolma/Vienna Oggetto: st: Dyadic fixed effects and areg, absorb 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, Regards, Emanuele. * * 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/