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 2023-08-21
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 (96)

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/reghdfe3.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/reghdfe3_p.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/reghdfe5.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/reghdfe5_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/reghdfe3_estat.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/reghdfe5_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/reghdfe5_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/reghdfe3_footnote.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/reghdfe5_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/reghdfe5_header.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/reghdfe5_parse.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/reghdfe3.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/r/reghdfe5.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/r/reghdfe.mata program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/reghdfe_programming.sthlp help file (text/plain)

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