shuanghongli 发表于 2018-4-8 16:11
thank you teacher Huang,it has been running for two hours without any results....and now I have 5 ...
It not only depends on the number of observations but also relies upon the number of bootstrapping iterations. It may take DAYS. You might want to start thinking to construct a balanced panel data in order to use -xthreg- command. It will take minutes to have preliminary results.