Estimation results taking hours to display. PPML, Exporter-Time, Importer-Time and Pair Fixed Effects. Gravity Data from CEPII

[Abdul Ghafoor Khan]

Hello, I am new to Stata. I need some help. I am using data from the CEPII database. The list of exporting countries is 21 the list of importing countries is more than 180. Annual data with a time period from 1995 to 2021. The total number of observations is more than 120000. When I run the following equation, i do not get the results, even after hours. What is the solution

egen exp_time = group(exporter year)
quietly tabulate exp_time, generate(EXPORTER_TIME_FE)
egen imp_time = group(importer year)
quietly tabulate imp_time, generate(IMPORTER_TIME_FE)
egen pair_id = group(exporter importer)
quietly tabulate pair_id, generate(PAIR_FE)

ppmlhdfe exports pta EXPORTER_TIME_FE* IMPORTER_TIME_FE* PAIR_FE*, cluster(pair_id)

[Joao Santos Silva]

Dear Abdul Ghafoor Khan,

You are not using the command correctly; please check the syntax of the command in the help file. You probably want to do something like

ppmlhdfe exports pta, a(exp_time imp_time pair_id) cluster(pair_id)

Best wishes,

Joao

[Abdul Ghafoor Khan]

Thank you so much for the information. I got these results which i believe is not correct as per the literature. Am i making any mistake. And my second question how to take 3- and 5-years lag and 3-year variable lead for the exports (dependent variable) because the normal command displays repeated years message. I will be very grateful for your comments.