English, Article edition: GPREG: Stata module to estimate regressions with two dimensional fixed effects Johannes F. Schmieder

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Bookmark: http://trove.nla.gov.au/version/21472
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  • code
Language
  • English

Edition details

Title
  • GPREG: Stata module to estimate regressions with two dimensional fixed effects
Author
  • Johannes F. Schmieder
Physical Description
  • code
Notes
  • Estimation of regressions with two dimensions of fixed effects, e.g. worker and firm fixed effects, student and teacher, or patient and doctor fixed effects. This program uses the Guimaraes &​ Portugal algorithm which has the advantage of being very memory efficient. It also calculates the correct standard errors under the assumption that the error term is homoskedastic and independently distributed.
  • fixed effects, two-way fixed effects, Guimaraes, Portugal
  • RePEc:boc:bocode:s457048
Language
  • English
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