IDEAS home Printed from https://ideas.repec.org/c/boc/bocode/s459272.html
 

REGHDFEJL: Stata module to estimate high-dimensional fixed-effect linear models using Julia

Author

Listed:
  • David Roodman

Programming Language

Stata

Abstract

reghdfejl is a slot-in replacement for reghdfe and ivreghdfe, which uses a Julia back-end for speed. It requires Stata 15 or later, as well as Python 3.X and Julia, which are freely available.

Suggested Citation

  • David Roodman, 2023. "REGHDFEJL: Stata module to estimate high-dimensional fixed-effect linear models using Julia," Statistical Software Components S459272, Boston College Department of Economics, revised 26 Apr 2024.
    • Handle: RePEc:boc:bocode:s459272
    Note: This module should be installed from within Stata by typing "ssc install reghdfejl". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). 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/r/reghdfejl.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/reghdfejl_p.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/reghdfejl_estat.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/reghdfejl_load.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/reghdfejl_masker.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/partialhdfejl.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/reghdfejl.sthlp
    File Function: help file
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    Julia; plugins; Stata;
    All these keywords.

    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:s459272. See general information about how to correct material in RePEc.

    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 bibliographic 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.

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

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

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.