Jan Kabatek 💙💛

@jankabatek.com

1552 Followers 613 Following

Associate Professor at the Melbourne Institute, University of Melbourne. www.jankabatek.com

Prof. Donn Feir asking a question
Relative performance of four regression approaches when estimating a HDFE model in a dataset with 1 million observations. Standard regression performs the best up to approx. 200 fixed effects, whereas the areg and reghdfejl perform the best in scenarios with more fixed effects.
How to handle large datasets in Stata. Episode 1: Memory