I am working on a model that is a bit tricky to regress (at least for me), and I couldn't make it work in neither Stata nor R Studio. It is the following system of equations:
The set "OD" has 40875 elements and the set "I" has 16, and I have data variables unique to each "od" and "i". I have about 42 unique variables to each "od" so to make it work in Stata, I need 42*40875 columns (yikes), which doesn't allow me. Does anyone have any suggestion which software i can use? I can try to write the code for an OLS (or SUR) it but then I will have to code all the other tests which isn't nice :(
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