The data set I am using has the dummy columns pre-created, so it's a table of 72,381 rows and 1770 columns.
The first 965 columns represent the dummy columns for Variable 1
The next 805 columns represent the dummy columns for Variable 2
My code to build the mlogit model looks like the following. I want to know...is there a better way of doing this without these huge equations? (I probably also need a more powerful PC to do all of this).
I'll also want to perform a joint test of significance on the first 805 coefficients...