EconPapers    
Economics at your fingertips  
 

GPREG: Stata module to estimate regressions with two dimensional fixed effects

Johannes Schmieder

Statistical Software Components from Boston College Department of Economics

Abstract: Estimation of regressions with two dimensions of fixed effects, e.g. worker and firm fixed effects, student and teacher, or patient and doctor fixed effects. This program uses the Guimaraes & Portugal algorithm which has the advantage of being very memory efficient. It also calculates the correct standard errors under the assumption that the error term is homoskedastic and independently distributed.

Language: Stata
Requires: Stata version 10.1
Keywords: fixed effects; two-way fixed effects; Guimaraes; Portugal (search for similar items in EconPapers)
Date: 2009-05-22
Note: This module should be installed from within Stata by typing "ssc install gpreg". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
References: Add references at CitEc
Citations: Track citations by RSS feed

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/g/gpreg.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/g/gpreg.sthlp help file (text/plain)

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:boc:bocode:s457048

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().

 
Page updated 2020-05-24
Handle: RePEc:boc:bocode:s457048