firm fixed effect dummy太多，怎么办呢？

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做的是pooled cross-sectional 的分析。然后需要 cluster stanard error by firm and year 两个dimensions.

XI: cluster2  dependent variable independent variables i.firm i.fyear,  fcluster(firm) tcluster(fyear)

但是firm 太多了。所以生成的dummy variable 就很多。

不知道有没有办法把 firm  dummy variable absorb 掉？

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关键词：fixed effect Effect Fixed Dummy FECT absorb error

自己顶一下，期待解答。

非常感谢！

遇到同样的问题 在外网上查到的：供参考

Typically, when you do something like that you are trying
to manually recreate a fixed effects regression. If that is
what you want to do, then you should not use -regress- but
-xtreg- instead, see -help xtreg-.

There is no way to suppress part of the output, but you can
suppress the entire output and later display only some
parameters using -est table-, like so:

*-------------- begin example ---------------
sysuse auto, clear
qui reg price i.rep78 mpg foreign
est table, keep(mpg foreign) b se
*--------------- end example ----------------
(For more on examples I sent to the Statalist see:
http://www.maartenbuis.nl/example_faq )

Hope this helps,
Maarten