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Re: st: Re: dealing with high dimensional fixed effects


From   Steven Samuels <sjsamuels@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Re: dealing with high dimensional fixed effects
Date   Fri, 1 Jul 2011 23:43:31 -0500

Priyanka-

Not to answer your question, but you can run into trouble if the number of predictors is large compared to the number of clusters. 


Also, the FAQ ask you to provide links or references to commands which are not part of official Stata.

Steve
sjsamuels@gmail.com




On Jul 1, 2011, at 9:25 AM, priyanka wrote:

I am having a similar problem in that I am running an OLS regression with 2
high-dimensional fixed effects, but would like to weight my analysis using
pweights and cluster my standard errors. Does anybody know how to estimate
this? It appears that a2reg and reg2hdfe do not allow for weights. 

Thank you!



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