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How to estimates multiple-fixed effects in panel data with severe million observations?
How to estimates multiple-fixed effects in panel data with severe million observations?

Hello, Statalisters!

I have a panel data set and I want to estimates, at first separately, by fixed effects of individual, firm, year and region, after that, I want to combine these fixed effects so that, from these combinations, I have the following combination of fixed effect: individual-firm-year-region.

How to do this (in the fastest way possible) considering that my panel data has more than 30 million observations and the model I'm estimating has 17 variables?

Thanks in advance for your feedback!

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How to estimates multiple-fixed effects in panel data with severe million observations?

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