[Limdep Nlogit List] iv regression with large number of dummies

William Greene wgreene at stern.nyu.edu
Wed Nov 28 09:09:45 EST 2007

Dear Leonardo:  Section E11.13, pages E11-69 to E11-75 
"Two Stage Least Squares for Panel Data Models," describes
how to use IV estimation for a fixed effects model.  The
estimator has no internal limit on the number of effects.
Over 30,000 is not a problem.
/B. Greene

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Sent: Tuesday, November 27, 2007 3:48:36 PM (GMT-0500) America/New_York
Subject: [Limdep Nlogit List] iv regression with large number of dummies


I am fairly new at using limdep and would like to estimate a IV model with a
large number of dummies (>30,000). Could this be done? What syntax should I

Thanks for your help!
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Limdep at limdep.itls.usyd.edu.au

Professor William Greene
Department of Economics
Stern School of Business
New York University
44 West 4th St., Rm. 7-78
New York, NY   10012

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