ppmlhdfe: Fast Poisson Estimation with High-Dimensional Fixed Effects

5 Mar 2019Sergio CorreiaPaulo GuimarãesThomas 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). Estimation is implemented using a modified version of the Iteratively Reweighted Least Squares (IRLS) algorithm that allows for fast estimation in the presence of HDFE... (read more)

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