Hi everyone,

I have a question about how to add fixed effect in sureg and I wonder if anyone of you knows how to do this in Stata.

I have six equations and I want to run regression simultaneously, so I use sureg for the six equations. However, I also want to add fixed effect into the model, does anyone knows if I can just add ID dummy and date dummy in the sureg. Actually I have already tried this, but the error shows that unable to allocate matrix rows and columns. I'm not sure if that's because I have too many data points. I have 10,000 ID and 400 date.

Please let me know if you have any thoughts on this.

Thanks a lot!