A Simple Feasible Alternative Procedure to Estimate Models with High-Dimensional Fixed Effects
Paulo Guimaraes () and
No 3935, IZA Discussion Papers from Institute of Labor Economics (IZA)
In this paper we describe an alternative iterative approach for the estimation of linear regression models with high-dimensional fixed-effects such as large employer-employee data sets. This approach is computationally intensive but imposes minimum memory requirements. We also show that the approach can be extended to non-linear models and potentially to more than two high dimensional fixed effects.
Keywords: high dimensional fixed effects; linked employer-employee data (search for similar items in EconPapers)
JEL-codes: C01 C81 (search for similar items in EconPapers)
Pages: 20 pages
New Economics Papers: this item is included in nep-ecm
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (29) Track citations by RSS feed
Published as 'A Simple Feasible Alternative Procedure to Fit Models with High-Dimensional Fixed Effects' in: Stata Journal, 2010, 10 (4), 628-649
Downloads: (external link)
Working Paper: A Simple Feasible Alternative Procedure to Estimate Models with High-Dimensional Fixed Effects (2009)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:iza:izadps:dp3935
Ordering information: This working paper can be ordered from
IZA, Margard Ody, P.O. Box 7240, D-53072 Bonn, Germany
Access Statistics for this paper
More papers in IZA Discussion Papers from Institute of Labor Economics (IZA) IZA, P.O. Box 7240, D-53072 Bonn, Germany. Contact information at EDIRC.
Bibliographic data for series maintained by Holger Hinte ().