Arbeitspapier
Feasible estimation of linear models with N-fixed effects
In this paper an alternative approach for the estimation of higher-order linear fixed-effects models is described. The strategy relies on the transformation of the data prior to calculating estimations of the model. While the approach is computationally intensive, the hardware requirements for the estimation process are minimal, allowing for the estimation of models with more than two high-order fixed effects for large datasets. An illustration of the implementation is presented using the US Census Bureau Current Population Survey data with four fixed effects.
- Sprache
-
Englisch
- Erschienen in
-
Series: Working Paper ; No. 782
- Klassifikation
-
Wirtschaft
Estimation: General
Single Equation Models; Single Variables: Panel Data Models; Spatio-temporal Models
- Thema
-
Fixed-Effects Models
Two-Step Estimation
Stata
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Rios-Avila, Fernando
- Ereignis
-
Veröffentlichung
- (wer)
-
Levy Economics Institute of Bard College
- (wo)
-
Annandale-on-Hudson, NY
- (wann)
-
2013
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Rios-Avila, Fernando
- Levy Economics Institute of Bard College
Entstanden
- 2013
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