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st: New command -regintfe-


From   Paulo de Freitas Guimarães <pguimaraes@fep.up.pt>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: New command -regintfe-
Date   Mon, 10 Sep 2012 22:55:56 +0000

Thanks to Kit Baum, a new Stata command is available from the SSC archives:

-regintfe-module to estimate a linear regression model with one interacted high dimensional fixed effect.

This command estimates a linear regression model with one high-dimensional interacted fixed effect. The command makes use of the Frisch-Waugh-Lovell result to avoid computing the dummy variables and the interactions for the fixed effects. Because of this it can be used with a very large number of groups for the fixed effect.

Paulo Guimaraes

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