REGINTFE: Stata module to estimate a linear regression model with one interacted high dimensional fixed effect
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.
|Requires:||Stata version 9.1|
|Date of creation:||10 Sep 2012|
|Date of revision:|
|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|
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC
|Order Information:||Web: http://repec.org/docs/ssc.php|
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For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum)
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