Dear all,
I am using Stata 14 to run Poisson iv regressions for a panel of 6000 firms, across 15-years, from 25 countries. I want to run 2 regressions as follows:
1- iv Poisson with firm + year fixed effects
2- iv Poisson with firm + country-year fixed effects
The problem when including firm or country-year fixed effects as factor variables (dummies), the program either crashed or never converges because of the large number of dummy variables.
I would appreciate any suggestions on how to handle this.
Many thanks,
Soha
I am using Stata 14 to run Poisson iv regressions for a panel of 6000 firms, across 15-years, from 25 countries. I want to run 2 regressions as follows:
1- iv Poisson with firm + year fixed effects
2- iv Poisson with firm + country-year fixed effects
The problem when including firm or country-year fixed effects as factor variables (dummies), the program either crashed or never converges because of the large number of dummy variables.
I would appreciate any suggestions on how to handle this.
Many thanks,
Soha
Comment