Hello,
I'm trying to run a regression predicting trade flows between importers and
exporters. I wish to include both year-importer dummies and year-exporter
dummies. The former includes 1378 levels, and the latter includes 1390
levels. I have roughly 100,000 total observations.
When I'm using lm() to run a simple regression, it give me a "cannot
allocate ___" error. I've been able to get around time-demeaning over one
large group, but since I have two, it doesn't work in the correct way. Is
there a more efficient way to handling a model matrix this large in R?
Thanks for your help.
Alan Spearot
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