dear R experts---now I have a case where I want to estimate very large regression models with many fixed effects---not just the mean type, but cross-fixed effects---years, months, locations, firms. Many millions of observations, a few thousand variables (most of these variables are interaction fixed effects). could someone please point me to packages, if any, that would help me estimate such models? (can these problems be split over many different cores?)
advice appreciated. /iaw ---- Ivo Welch (ivo.we...@brown.edu, ivo.we...@gmail.com) CV Starr Professor of Economics (Finance), Brown University http://welch.econ.brown.edu/ [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.