I am running a cmgreg.
But when I run it, it takes a huge amount of time.
It estimates all the coefficients on all the dummies.
I am thinking I can perhaps make cmgreg run faster if I absorb these dummies, just like reghdfe is faster than reg when there are lots of dummies.
Can I make cmgreg run faster by absorbing these things just like reghdfe would do?
I am also fine with using some other command that's equivalent to cmgreg
But when I run it, it takes a huge amount of time.
It estimates all the coefficients on all the dummies.
I am thinking I can perhaps make cmgreg run faster if I absorb these dummies, just like reghdfe is faster than reg when there are lots of dummies.
Can I make cmgreg run faster by absorbing these things just like reghdfe would do?
I am also fine with using some other command that's equivalent to cmgreg
