Hi Everyone,

I am trying to estimate the impact of a policy on an outcome that contains 17% zeros (zeros are true values and cannot be dropped). However, when I want to do a specification with "specific-linear trends" the regression takes more than 1hr to report the results (I have 13484 obs and the size is 95M) but at the end, the standard error and the p-values, t-test, and the confidence intervals show nothing at all (only dots)


the code I am using is the following

Code:
#delimit;
xi i.zipcode, noomit;
forvalues i = 1(1)1441{;
generate lineartrend_`i' = _Izipcode_`i' * year;
};
#delimit;
set matsize 10000;
xi: ppmlhdfe Dep_Var Policy i.year lineartrend_* 1 X2 X3 X4...... Xn...., 
absorb(zipcode) vce(cluster zipcode);
Any help is appreciated,

Best
Ali