I have tried to run some regressions in the program Stata, however, the files are getting too big and calculations are too hard for this program and my computer. I think that Matlab/R/Python is much faster in calculating that is why I approached you.
I have a panel dataset and I want to use time fixed effects regression to estimate a model and forecast values with the fitted model. My panel data is unbalanced and has 40.109 rows and 25 columns, although a lot of observations are NaN (no observations). I have 3 different regression models with an A and B version which I fit on the data to assess which of the 6 models is the best.