PPMLHDFE: Stata module for Poisson pseudo-likelihood regression with multiple levels of fixed effects

Sergio Correia, Paulo Guimaraes and Thomas Zylkin

Statistical Software Components from Boston College Department of Economics

Abstract: ppmlhdfe implements Poisson pseudo-maximum likelihood regressions (PPML) with multi-way fixed effects, as described by Correia, Guimarães, Zylkin (arXiv:1903.01690). The estimator employed is robust to statistical separation and convergence issues, due to the procedures developed in Correia, Guimarães, Zylkin (arXiv:1903.01633).

Language: Stata
Requires: Stata version 11.2, reghdfe, ftools from SSC (q.v.)
Keywords: Poisson pseudo-likelihood; ppml; fixed effects; high dimension fixed effects (search for similar items in EconPapers)
Date: 2019-03-10, Revised 2023-09-07
Note: This module should be installed from within Stata by typing "ssc install ppmlhdfe". 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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http://fmwww.bc.edu/repec/bocode/p/ppmlhdfe.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/ppmlhdfe.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/p/ppmlhdfe_header.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/ppmlhdfe_p.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/ppmlhdfe.mata program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/reghdfe5.mata program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/ppmlhdfe_functions.mata program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/ppmlhdfe_separation_relu.mata program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/ppmlhdfe_separation_simplex.mata program code (text/plain)

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