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From |
John Antonakis <John.Antonakis@unil.ch> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: huge amount of j-th related individual dummies |

Date |
Mon, 19 Dec 2011 19:06:42 +0100 |

Hi:

For a basic intuitive explanation see:

To see specific examples in action with data, see:

Hope this helps. John. __________________________________________ Prof. John Antonakis Faculty of Business and Economics Department of Organizational Behavior University of Lausanne Internef #618 CH-1015 Lausanne-Dorigny Switzerland Tel ++41 (0)21 692-3438 Fax ++41 (0)21 692-3305 http://www.hec.unil.ch/people/jantonakis Associate Editor The Leadership Quarterly __________________________________________ On 19.12.2011 16:46, massimiliano stacchini wrote:

Dear users, I need to run in STATA the following model y(i , j , t) = X(i , j , t ) + D(i) + F(j) + H(t)D(i) F(j), H(t) represent a set of fixed effects dummies respectively for the i-th lender , the j-th borrower and the it-th period. The problem is that I have 60,000 borrowers (60,000 j-th related dummies). The command: xi: regress rate i.borrower ....i.time i.lender does not support a so huge amount of related-to-borrowers –dummies. Could you suggest me how can I deal with this problem ?thanks* * 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/

**Follow-Ups**:**Re: st: huge amount of j-th related individual dummies***From:*massimiliano stacchini <mastacchini@yahoo.it>

**References**:**Re: st: capturing the sizes of the sequences of countinous (uninterrupted) values equal to 1***From:*massimiliano stacchini <mastacchini@yahoo.it>

**st: huge amount of j-th related individual dummies***From:*massimiliano stacchini <mastacchini@yahoo.it>

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