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GPREG: Stata module to estimate regressions with two dimensional fixed effects

Author

Listed:
  • Johannes F. Schmieder

    (Columbia University)

Programming Language

Stata

Abstract

Estimation of regressions with two dimensions of fixed effects, e.g. worker and firm fixed effects, student and teacher, or patient and doctor fixed effects. This program uses the Guimaraes & Portugal algorithm which has the advantage of being very memory efficient. It also calculates the correct standard errors under the assumption that the error term is homoskedastic and independently distributed.

Suggested Citation

  • Johannes F. Schmieder, 2009. "GPREG: Stata module to estimate regressions with two dimensional fixed effects," Statistical Software Components S457048, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s457048
    Note: This module should be installed from within Stata by typing "ssc install gpreg". 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.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/g/gpreg.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/g/gpreg.sthlp
    File Function: help file
    Download Restriction: no
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    Citations

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    Cited by:

    1. Gaure, Simen, 2014. "Practical Correlation Bias Correction in Two-way Fixed Effects Linear Regression," Memorandum 21/2014, Oslo University, Department of Economics.

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