期刊
STATA JOURNAL
卷 10, 期 4, 页码 628-649出版社
STATA PRESS
DOI: 10.1177/1536867X1101000406
关键词
st0212; fixed effects; panel data
In this article, we describe an iterative approach for the estimation of linear regression models with high-dimensional fixed effects. This approach is computationally intensive but imposes minimum memory requirements. We also show that the approach can be extended to nonlinear models and to more than two high-dimensional fixed effects.
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