Hi all,
I'm estimating arond 1000 models where the only thing that changes is the dependent variable. Thereafter, I want to create a weighted linear combination of all estimated coefficients for the same regressor.
The way to do this is usually with the combination of suest and lincom commands. The problem is that I cannot combine more than 300 results with suest since I can only store 300 estimates at once (limit imposed by Stata, cannot get around it). Do you know how I could get around this issue and combine the ~1000 models?
Best,
Miguel
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