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st: New command -regintfe-
From
Paulo de Freitas Guimarães <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: New command -regintfe-
Date
Mon, 10 Sep 2012 22:55:56 +0000
Thanks to Kit Baum, a new Stata command is available from the SSC archives:
-regintfe-module to estimate a linear regression model with one interacted high dimensional fixed effect.
This command estimates a linear regression model with one high-dimensional interacted fixed effect. The command makes use of the Frisch-Waugh-Lovell result to avoid computing the dummy variables and the interactions for the fixed effects. Because of this it can be used with a very large number of groups for the fixed effect.
Paulo Guimaraes
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