REGXFE: Stata module to fit a linear high-order fixed-effects model

Fernando Rios-Avila ()

Statistical Software Components from Boston College Department of Economics

Abstract: regxfe estimates a linear high order fixed effect, allowing for up to 7 fixed effects. It allows for the use of weights, robust and one way clustered standard errors. Robust and cluster errors are estimated based on the same assumptions as in the regress and areg commands. The command is based on a pre-transformation of the variables in order to absorb the effect of the FE variables of all dependent and independent variables before the model is estimated. The transformed dataset can be saved as a separate file. The degrees of freedom to estimate the standard errors are corrected using an approximation of the number of non-identifiable parameters, applying a modified Abowd, Creecy, and Kramarz (2002) algorithm.

Language: Stata
Requires: Stata version 12 and a2reg, center, distinct and tuples from SSC (q.v.)
Keywords: fixed effects; regression; high order (search for similar items in EconPapers)
Date: 2016-09-20
Note: This module should be installed from within Stata by typing "ssc install regxfe". 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/r/regxfe.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/regxfe.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/i/itercenter.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/i/itercenter.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nredound.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nredound.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/r/regxfe_dofile.do example do-file (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cps_sample.dta sample data file (application/x-stata)

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:s458240

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 ().