IDEAS home Printed from https://ideas.repec.org/c/boc/bocode/s458181.html
 

GROUP3HDFE: Stata module to compute number of restrictions in a linear regression model with three high-dimensional fixed effects

Author

Listed:
  • Paulo Guimaraes

    () (University of Porto)

Abstract

This command calculates the number of restrictions needed to ensure identifiability of the fixed effects in a linear regression model with three high dimensional fixed effects (3hdfe). This number of restrictions can be used to compute the exact degrees of freedom of a regression with 3hdfe. With the option largest the command can be used to identify a subset of the data. If estimation is restricted to this subset then the estimates of the fixed effects are comparable up to an additive scalar factor.

Suggested Citation

  • Paulo Guimaraes, 2016. "GROUP3HDFE: Stata module to compute number of restrictions in a linear regression model with three high-dimensional fixed effects," Statistical Software Components S458181, Boston College Department of Economics.
  • Handle: RePEc:boc:bocode:s458181
    Note: This module should be installed from within Stata by typing "ssc install group3hdfe". 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/group3hdfe.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/g/group3hdfe.sthlp
    File Function: help file
    Download Restriction: no

    More about this item

    Keywords

    regression; fixed effects; high dimension;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:boc:bocode:s458181. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum). General contact details of provider: http://edirc.repec.org/data/debocus.html .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.