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spearot
2008 Jul 21
1
Large number of dummy variables
Hello,
I'm trying to run a regression predicting trade flows between importers and
exporters. I wish to include both year-importer dummies and year-exporter
dummies. The former includes 1378 levels, and the latter includes 1390
levels. I have roughly 100,000 total observations.
When I'm using lm() to run a simple regression, it give me a "cannot
allocate ___" error.