It's great that you have adressed this problem with unbalanced data set. But this macro only estimate a Two-way fixed effects. If I want to perform a one-way random effects estimation with an unbalanced panel I still run into the problem of trying to estimate a too large set of individual dummiy variables. Do you or anyone else know how to perform a one-way random effects with N>50000 and T between 2 and 7 (i.e. a large unbalanced panel)? Kind regards Joakim
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