Hi,

I am trying to run a specification using reghdfe, where I interact a district indicator (uniqueid) with another variable using the specification below. The district variable has ~2500 values, and I have set the maxvar size using stata MP and set empty cells drop, but Stata stops responding every time I run the specification. Is there anyway to estimate this interaction in a way that gets around this?

Code:
 reghdfe y x##i.uniqueid w z , cluster(uniqueid) a(uniqueid year)