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From | Chris Parker <cparker.phd2007@london.edu> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: IV with many dummies |
Date | Mon, 2 May 2011 15:08:10 +0000 |
Alex, I would try - xtivreg - or - xtivreg2 - if you have panel data. If not try - center - to absorb the dummies yourself and then run - ivreg -. Be sure to center all variables and adjust the degrees of freedom afterwards. Chris Chris Parker ________________________________ PhD Candidate | Management Science & Operations London Business School | Regent's Park | London NW1 4SA | United Kingdom Direct line +44 (0)20 7000 8816 | Email cparker.phd2007@london.edu On Mon, May 2, 2011 at 2:57 PM, Alex Kaufman <alex.kaufman@gmail.com> wrote: > > Hi, > > I want to run an instrumental variables regression with a large number > of dummy variables (about 60,000). Is there an "areg" version of > ivreg? Any other ideas about how I could do this? If I don't absorb > the variables the regression would take a very, very long time. > > Thanks a lot, > Alex > > * > * 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/