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LEEDTWOWAY: Stata module to solve two way labor models

Thibaut Lamadon

Statistical Software Components from Boston College Department of Economics

Abstract: leedtwoway runs two way estimators for labor. The package provides implementations for a series of estimators for models with two sided heterogeneity: 1. two way fixed effect estimator as proposed by Abowd Kramarz and Margolis 2. homoskedastic bias correction as in Andrews et al 3. heteroskedastic correction as in KSS 4. a group fixed estimator as in BLM 5. a group correlated random effect as presented in BHLMMS

Language: Stata
Requires: Stata version 11, libjson and insheetjson from SSC (q.v.) and Python package PyTwoWay
Keywords: labor models; fixed effects; correlated random effects (search for similar items in EconPapers)
Date: 2021-05-22
Note: This module should be installed from within Stata by typing "ssc install leedtwoway". 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/l/leedtwoway.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/leedtwoway.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/leedtwoway_sample_data.dta sample data file (application/x-stata)

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