Large set of dummy variables

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Large set of dummy variables

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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!