[Limdep Nlogit List] recovering fixed effects from a probit

Casey Dawkins caseydawkins at yahoo.com
Sat Aug 19 01:31:10 EST 2006


I am estimating a fixed effects probit with close to
5,000 groups.  I understand that fixed effects are
stored as a matrix called "alpha."  When I look at
this matrix, however, the number of fixed effects is
always truncated to 4,000.

Is there a way to override this restriction?  If no,
how can I save the fixed effects estimates from a
fixed effects probit when the number of groups is
large?

Thanks,
Casey





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