OLS with multiple high dimensional category dummies

Arbeitspapier

We present some theoretical results which simplifies the estimation of linear models with multiple high-dimensional fixed effects. In particular, we show how to sweep out multiple fixed effects from the normal equations, in analogy with the common within-groups estimator.

Object Details

• Language: Englisch

References and Relationships

• Bibliographic citation: Series: Memorandum ; No. 2010,14

Classification and Topics

• Classification: Wirtschaft ; Estimation: General ; Multiple or Simultaneous Equation Models: Panel Data Models; Spatio-temporal Models ; Mathematical Methods; Programming Models; Mathematical and Simulation Modeling: General
• Subject: Method of Alternating Projections ; Multiple Fixed Effects ; OLS ; Methode der kleinsten Quadrate

Contributors, Places and Time

• Event: Geistige Schöpfung
• (who): Gaure, Simen
• Event: Veröffentlichung
• (who): University of Oslo, Department of Economics
• (where): Oslo
• (when): 2010

Further information

• Handle: http://hdl.handle.net/10419/47280
• Last update: 10.03.2025, 11:46 AM CET