A simple feasible procedure to fit models with high-dimensional fixed effects

Paulo Guimaraes and Pedro Portugal ()

Stata Journal, 2010, vol. 10, issue 4, 628-649

Abstract: In this article, we describe an iterative approach for the estimation of linear regression models with high-dimensional fixed effects. This approach is computationally intensive but imposes minimum memory requirements. We also show that the approach can be extended to nonlinear models and to more than two high-dimensional fixed effects. Copyright 2010 by StataCorp LP.

Keywords: fixed effects; panel data (search for similar items in EconPapers)
Date: 2010
Note: to access software from within Stata, net describe http://www.stata-journal.com/software/sj10-4/st0212/
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (285)

Downloads: (external link)
http://www.stata-journal.com/article.html?article=st0212 link to article purchase

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:tsj:stataj:v:10:y:2010:i:4:p:628-649

Ordering information: This journal article can be ordered from
http://www.stata-journal.com/subscription.html

Access Statistics for this article

Stata Journal is currently edited by Nicholas J. Cox and Stephen P. Jenkins

More articles in Stata Journal from StataCorp LLC
Bibliographic data for series maintained by Christopher F. Baum () and Lisa Gilmore ().