Hi

I am runing a OLS regression for a weekly panel data containing 104 weeks, 32 exporter countries (ono) and 29 importer countries (cno). I want to introduce country time varying fixed effects, so I use the interact countries and weeks:

reg lq ldist dhome dlang i.ono#i.week i.cno#i.week

to interact countries with weeks. In total I have 6346 and one continuous variable. Every time I try this I obtain the error message 103 "too many variables specified". However, when I did this regression two months ago with a very similar dataset (same size) I didn't obtain any error message. I have set matsize to 11000 and maxvar to 20000

Any idea of what the problem can be?

Thank you very much,

Estrella

I am runing a OLS regression for a weekly panel data containing 104 weeks, 32 exporter countries (ono) and 29 importer countries (cno). I want to introduce country time varying fixed effects, so I use the interact countries and weeks:

reg lq ldist dhome dlang i.ono#i.week i.cno#i.week

to interact countries with weeks. In total I have 6346 and one continuous variable. Every time I try this I obtain the error message 103 "too many variables specified". However, when I did this regression two months ago with a very similar dataset (same size) I didn't obtain any error message. I have set matsize to 11000 and maxvar to 20000

Any idea of what the problem can be?

Thank you very much,

Estrella

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