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700mb
2012 Feb 07
1
fixed effects linear model in R
...hat I have too many individuals, therefore I cannot include dummies and should use the demeaning "usual" procedure.
I tried with the plm package with the "within" option, but R quikcly tells me that the memory limits are attained (I have over 10go ram!) while the dataset is only 700mo (about 50 000 individuals, highly unbalanced)
I dont understand... plm do indeed demean the data so the computation should be fast and light enough... and instead it saturates my memory and do not converge...
Do you have an idea ?
Moreover, it is possible to obtain cluster robust standard errors w...
2012 Feb 07
1
fixed effects with clustered standard errors
...hat I have too many individuals, therefore I cannot include dummies and should use the demeaning "usual" procedure.
I tried with the plm package with the "within" option, but R quikcly tells me that the memory limits are attained (I have over 10go ram!) while the dataset is only 700mo (about 50 000 individuals, highly unbalanced)
I dont understand... plm do indeed demean the data so the computation should be fast and light enough... ?!
Are there any other solutions ?
Many thanks in advance ! ;)
John
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