Dear all.
May I pose the following problem with the random-effects panel data model
that I created:
The model consists of 54 independent variables (1 constant, 8 focus
variables, 5 control variables, and 40 time dummies). When I extend the
model by one focus variable it cuts off one time dummy. It seems to be a
restriction of gretl, that if more than 54 variables are specified in the
model, gretl leaves out all independent variables exceeding this limit
without a notification of omitting some variables.
Does gretl restrict the number of independent variables to 54? If yes, is
there a way around that restriction?
Many thanks in advance for your comments and thoughts.
Best regards,
Nicolai Striewe
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Nicolai Striewe
Research Assistant
Real Estate Management Institute
Aareal Professorship Real Estate Banking
Department of Finance, Accounting and Real Estate
European Business School (EBS)
Greater Frankfurt
GERMANY