GROUP3HDFE: Stata module to compute number of restrictions in a linear regression model with three high-dimensional fixed effects
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.
|Requires:||Stata version 10 and moremata from SSC (q.v.)|
|Date of creation:||16 May 2016|
|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.|
|Contact details of provider:|| Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA|
Web page: http://fmwww.bc.edu/EC/
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|Order Information:||Web: http://repec.org/docs/ssc.php|
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