Large set of dummy variables

classic Classic list List threaded Threaded
1 message Options
Reply | Threaded
Open this post in threaded view
|

Large set of dummy variables

masterplan89
This post has NOT been accepted by the mailing list yet.
Dear all,

I have a panel with time varying dummies, ie 2NT dummies (~4000)

I have created the dummies, but for OLS my computer or STATA does not have enough computational power.

Any suggestions how to implement estimation in STATA? Frisch-Waugh seems to be appropiate, however trying to implement it by hand did not work so far.

Thank you!