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  • negative binomial regression with many group fixed effects

    Sorry, the connection froze when I was posting the question and it got posted twice by mistake. Please refer to https://www.statalist.org/forums/for...-fixed-effects for the most updated one.
    Last edited by Vincenzo Alfano Viola; 02 Jul 2022, 12:06.

  • #2
    Duplicate.

    FAQ says

    • Don't say "many variables", say "around 50 variables" or, even better, "52 variables".
    • Don't say "a big dataset", say "a dataset of 50 variables and approximately a million observations".
    and we ask for a data example.

    Either way, I don't understand the issue. Are there actually "too many" groups, or does the regression just take a while to run? If there were legitimately too many groups/fe, the model wouldn't even estimate (I don't think), so I presume it simply takes a long time.

    But no, to answer the question, I'm not aware of any simple fixes to this issue. Seems like it'll be a waiting game

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