st: New command: -poi2hdfe- Poisson regression with two high-dimensional

[Paulo Guimaraes <pguimaraes@fep.up.pt>]

Thanks to Kit Baum, a new Stata command is available from the SSC archives:

-poi2hdfe- Poisson regression with two high-dimensional fixed effects

This command allows for the estimation of a Poisson regression model with
two high dimensional fixed effects. Estimation is implemented by an
iterative process [using the algorithm of Guimaraes & Portugal (2010)] that
avoids creating the dummy variables for the fixed effects. Depending on the
data, the code may be very slow. It supports robust and cluster robust
standard errors. It also allows the inclusion of an exposure variable.

Any feedback is greatly appreciated



Paulo Guimaraes
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