GROUP3HDFE: Stata module to compute number of restrictions in a linear regression model with three 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 three high dimensional fixed effects (3hdfe). This number of restrictions can be used to compute the exact degrees of freedom of a regression with 3hdfe. With the option largest the command can be used to identify a subset of the data. If estimation is restricted to this subset then the estimates of the fixed effects are comparable up to an additive scalar factor.

Language: Stata
Requires: Stata version 10 and moremata from SSC (q.v.)
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 group3hdfe". 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.
References: Add references at CitEc
Citations:

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/g/group3hdfe.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/g/group3hdfe.sthlp help file (text/plain)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s458181

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().