Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: Firm Fixed Effects and ANOVA
From
[email protected]
To
[email protected]
Subject
st: Firm Fixed Effects and ANOVA
Date
Fri, 12 Oct 2012 00:54:37 +0200 (CEST)
Dear Friends,
I run an anova (type III partial sum of squares) and will test the firm
effects for my model. Therefore, I have firm dummies in my model
(i.firmID). However, the number of unique firms is about 20.000. It takes
a lot of time until stata produces results. Is there a possibility (e.g.
user-written algorithm) in which I can run my model within a shorter
period of time? My model looks like:
anova variable1 i.firmID;
Thanks in advance
Mehmet
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/