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st: Three Fixed Effects with Millions of Observations
From
Paulo Guimaraes <[email protected]>
To
[email protected]
Subject
st: Three Fixed Effects with Millions of Observations
Date
Thu, 20 Mar 2014 13:24:50 +0400
Dear George,
I have developed Stata code for estimation of the Poisson with two
high-dimensional fixed effects. Look for poi2hdfe in the SSC. The commands also
calculates clustered standard errors. It can be a bit slow but it will
eventually do the job.
I also have a command for estimation of a linear regression with three
high dimensional fixed effects. The command is still experimental but
I will be glad to share
my code with you. If you are interested please contact me directly.
I hope this helps
Paulo Guimaraes
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