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


  • Paulo Guimaraes

    () (University of Porto)


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.

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    regression; fixed effects; high dimension;


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