REGHDFEJL: Stata module to estimate high-dimensional fixed-effect linear models using Julia

David Roodman

Statistical Software Components from Boston College Department of Economics

Abstract: reghdfejl is a slot-in replacement for reghdfe and ivreghdfe, which uses a Julia back-end for speed. It requires Stata 15 or later, as well as Julia, which is freely available.

Language: Stata
Requires: Stata version 15, julia from SSC, Julia 1.11
Keywords: reghdfe; Julia; plugins (search for similar items in EconPapers)
Date: 2023-08-26, Revised 2025-03-31
Note: This module should be installed from within Stata by typing "ssc install reghdfejl". 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/r/reghdfejl.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/reghdfejl_p.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/reghdfejl_estat.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/reghdfejl_load.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/reghdfejl_masker.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/reghdfejl_parse_absorb.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/partialhdfejl.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/reghdfejl.sthlp help file (text/plain)

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