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st: Update to -reg2hdfe- available from SSC


From   "Guimaraes, Paulo" <guimaraes@moore.sc.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Update to -reg2hdfe- available from SSC
Date   Thu, 6 Oct 2011 10:07:24 -0400

Thanks to Kit Baum a new update to -reg2hdfe- is now available.

-reg2hdfe-  is a program that estimates a linear regression with two high dimensional fixed effects and is particularly suited for very large data sets.
This new version corrects a bug that could happen with clustered standard errors if the number of clusters was very large.
The algorithm has been accelerated and is now substantially faster. This version also includes new options, namely the option to just transform
variables without implementing the regression, options to parameterize the fixed effects in different ways and options to adjust
the convergence of the algorithm.


Paulo Guimaraes

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