# REGHDFE: Stata module to perform linear or instrumental-variable regression absorbing any number of high-dimensional fixed effects

*Sergio Correia* ()

Statistical Software Components from Boston College Department of Economics

**Abstract:**
reghdfe fits a linear or instrumental-variable regression absorbing an arbitrary number of categorical factors and factorial interactions Optionally, it saves the estimated fixed effects.

**Language:** Stata

**Requires:** Stata version 11.2

**Keywords:** regression; instrumental variables; fixed effects; high dimension fixed effects (search for similar items in EconPapers)

**Date:** 2014-07-30, Revised 2019-11-18

**Note:** This module should be installed from within Stata by typing "ssc install reghdfe". 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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**Citations:** View citations in EconPapers (66) Track citations by RSS feed

**Downloads:** (external link)

http://fmwww.bc.edu/repec/bocode/r/reghdfe.ado program code (text/plain)

http://fmwww.bc.edu/repec/bocode/r/reghdfe.mata program code (text/plain)

http://fmwww.bc.edu/repec/bocode/r/reghdfe_old.ado program code (text/plain)

http://fmwww.bc.edu/repec/bocode/r/reghdfe_p.ado program code (text/plain)

http://fmwww.bc.edu/repec/bocode/r/reghdfe_old_p.ado program code (text/plain)

http://fmwww.bc.edu/repec/bocode/r/reghdfe_estat.ado program code (text/plain)

http://fmwww.bc.edu/repec/bocode/r/reghdfe_parse.ado program code (text/plain)

http://fmwww.bc.edu/repec/bocode/r/reghdfe_footnote.ado program code (text/plain)

http://fmwww.bc.edu/repec/bocode/r/reghdfe_old_estat.ado program code (text/plain)

http://fmwww.bc.edu/repec/bocode/r/reghdfe_old_footnote.ado program code (text/plain)

http://fmwww.bc.edu/repec/bocode/e/estfe.ado program code (text/plain)

http://fmwww.bc.edu/repec/bocode/r/reghdfe_header.ado program code (text/plain)

http://fmwww.bc.edu/repec/bocode/r/reghdfe_store_alphas.ado program code (text/plain)

http://fmwww.bc.edu/repec/bocode/r/reghdfe.sthlp help file (text/plain)

http://fmwww.bc.edu/repec/bocode/r/reghdfe_old.sthlp help file (text/plain)

http://fmwww.bc.edu/repec/bocode/r/reghdfe_accelerations.mata program code (text/plain)

http://fmwww.bc.edu/repec/bocode/r/reghdfe_bipartite.mata program code (text/plain)

http://fmwww.bc.edu/repec/bocode/r/reghdfe_class.mata program code (text/plain)

http://fmwww.bc.edu/repec/bocode/r/reghdfe_common.mata program code (text/plain)

http://fmwww.bc.edu/repec/bocode/r/reghdfe_constructor.mata program code (text/plain)

http://fmwww.bc.edu/repec/bocode/r/reghdfe_lsmr.mata program code (text/plain)

http://fmwww.bc.edu/repec/bocode/r/reghdfe_projections.mata program code (text/plain)

http://fmwww.bc.edu/repec/bocode/r/reghdfe_transforms.mata program code (text/plain)

http://fmwww.bc.edu/repec/bocode/r/reghdfe_mata.sthlp help file (text/plain)

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**Persistent link:** https://EconPapers.repec.org/RePEc:boc:bocode:s457874

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