GROUP2HDFE: Stata module to compute number of restrictions in a linear regression model with two high-dimensional fixed effects

Paulo Guimaraes

Statistical Software Components from Boston College Department of Economics

Abstract: This command calculates the number of restrictions needed to ensure identifiability of the fixed effects in a linear regression model with two high dimensional fixed effects (2hdfe). The command is a Mata implementation of the a2group developed by Amine Ouazad.

Language: Stata
Requires: Stata version 10
Keywords: regression; fixed effects; high dimension (search for similar items in EconPapers)
Date: 2016-05-16
Note: This module should be installed from within Stata by typing "ssc install group2hdfe". 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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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/g/group2hdfe.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/g/group2hdfe.sthlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s458180

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