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REGINTFE: Stata module to estimate a linear regression model with one interacted high dimensional fixed effect

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Author Info

  • Paulo Guimaraes

    ()
    (University of Porto)

Abstract

This command estimates a linear regression model with one high-dimensional interacted fixed effect. The command makes use of the Frisch-Waugh-Lovell result to avoid computing the dummy variables and the interactions for the fixed effects. Because of this it can be used with a very large number of groups for the fixed effect.

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File URL: http://fmwww.bc.edu/repec/bocode/r/regintfe.ado
File Function: program code
Download Restriction: no

File URL: http://fmwww.bc.edu/repec/bocode/r/regintfe.hlp
File Function: help file
Download Restriction: no

Bibliographic Info

Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S457517.

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Programming language: Stata
Requires: Stata version 9.1
Date of creation: 10 Sep 2012
Date of revision:
Handle: RePEc:boc:bocode:s457517

Note: This module should be installed from within Stata by typing "ssc install regintfe". Windows users should not attempt to download these files with a web browser.
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
Email:
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC

Order Information:
Web: http://repec.org/docs/ssc.php

Related research

Keywords: regression; fixed effects; one-way fixed effects; interacted fixed effects;

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