[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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