REGHDFE: Stata module to perform linear or instrumental-variable regression absorbing any number of high-dimensional fixed effects. reghdfe fits a linear or instrumental-variable regression absorbing an arbitrary number of categorical factors and factorial interactions Optionally, it saves the estimated fixed effects.
Keywords for this software
References in zbMATH (referenced in 2 articles )
Showing results 1 to 2 of 2.
- Sergio Correia, Paulo Guimarães, Tom Zylkin: ppmlhdfe: Fast Poisson Estimation with High-Dimensional Fixed Effects (2019) arXiv
- Somaini, Paulo; Wolak, Frank A.: An algorithm to estimate the two-way fixed effects model (2016)