POI2HDFE: Stata module to estimate a Poisson regression with two high-dimensional fixed effects

Paulo Guimaraes

Statistical Software Components from Boston College Department of Economics

Abstract: This command allows for the estimation of a Poisson regression model with two high dimensional fixed effects. Estimation is implemented by an iterative process using the algorithm of Iteratively Reweighted Least Squares (IRLS) that avoids creating the dummy variables for the fixed effects. It supports robust and cluster robust standard errors. It also allows the inclusion of an exposure variable.

Language: Stata
Requires: Stata version 12 and reghdfe from SSC (q.v.)
Keywords: Poisson regression; fixed effects; high dimension (search for similar items in EconPapers)
Date: 2014-01-18, Revised 2016-09-16
Note: This module should be installed from within Stata by typing "ssc install poi2hdfe". 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.
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http://fmwww.bc.edu/repec/bocode/p/poi2hdfe.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/poi2hdfe.sthlp help file (text/plain)

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