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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 ( Windows users should not attempt to download these files with a web browser.
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