Hi!
I want to run a regression including over 50,000 dummies.
These are too many variables, hence I get a matsize problem.
I'm not really interested in each dummy's coefficient, but I want to get predicted values that take into account the dummies afterwards, so I can't use commands such as reghdfe...,(absorb i.fixedeffects).
Any suggestions?
Thanks in advance!
I want to run a regression including over 50,000 dummies.
These are too many variables, hence I get a matsize problem.
I'm not really interested in each dummy's coefficient, but I want to get predicted values that take into account the dummies afterwards, so I can't use commands such as reghdfe...,(absorb i.fixedeffects).
Any suggestions?
Thanks in advance!
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