2 code implementations • 5 Mar 2019 • Sergio Correia, Paulo Guimarães, Thomas Zylkin
A fundamental problem with nonlinear models is that maximum likelihood estimates are not guaranteed to exist.
1 code implementation • 5 Mar 2019 • Sergio Correia, Paulo Guimarães, Thomas Zylkin
In this paper we present ppmlhdfe, a new Stata command for estimation of (pseudo) Poisson regression models with multiple high-dimensional fixed effects (HDFE).
Econometrics