GPREG: Stata module to estimate regressions with two dimensional fixed effects
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.
|Requires:||Stata version 10.1|
|Date of creation:||22 May 2009|
|Date of revision:|
|Note:||This module should be installed from within Stata by typing "ssc install gpreg". Windows users should not attempt to download these files with a web browser.|
|Contact details of provider:|| Postal: |
Web page: http://fmwww.bc.edu/EC/Email:
More information through EDIRC
|Order Information:||Web: http://repec.org/docs/ssc.php|
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