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. I've been able to get around time-demeaning over one large group, but since I have two, it doesn't work in the correct way. Is there a more efficient way to handling a model matrix this large in R? Thanks for your help. Alan Spearot -- Alan Spearot Assistant Professor - International Economics University of California - Santa Cruz 1156 High Street 453 Engineering 2 Santa Cruz, CA 95064 Office: (831) 459-1530 [EMAIL PROTECTED] http://people.ucsc.edu/~aspearot [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
