OLS with Multiple High Dimensional Category Dummies

Simen Gaure

No 14/2010, Memorandum from Oslo University, Department of Economics

Abstract: We present some theoretical results which simplifies the estimation of linear models with multiple high-dimensional fixed effects. In particular, we show how to sweep out multiple fixed effects from the normal equations, in analogy with the common within-groups estimator

Keywords: Method of Alternating Projections; Multiple Fixed Effects; OLS (search for similar items in EconPapers)
JEL-codes: C13 C33 C60 (search for similar items in EconPapers)
Pages: 7 pages
Date: 2011-01-03
References: View complete reference list from CitEc
Citations: View citations in EconPapers (2)

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