TWFEM: Stata module to efficiently estimate a two-way fixed effects model based on Somaini and Wolak (2015)

Paulo Somaini and Frank A. Wolak ()
Additional contact information
Frank A. Wolak: Stanford University

Statistical Software Components from Boston College Department of Economics

Abstract: twfem is an algorithm to estimate the two-way fixed effect linear model. The algorithm relies on the Frisch-Waugh-Lovell theorem and applies to ordinary least squares (OLS), two-stage least squares (TSLS) and GMM estimators.

Language: Stata
Requires: Stata version 11
Keywords: fixed effects; estimation; two-way FE; OLS; 2SLS; GMM (search for similar items in EconPapers)
Date: 2021-02-18
Note: This module should be installed from within Stata by typing "ssc install twfem". 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/t/twfem.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/t/twfem.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/t/twest.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/t/twest.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/t/twload.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/t/twload.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/t/twres.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/t/twres.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/t/twsave.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/t/twsave.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/t/twset.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/t/twset.sthlp help file (text/plain)

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