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PPMLHDFE: Stata module for Poisson pseudo-likelihood regression with multiple levels of fixed effects

Author

Listed:
  • Sergio Correia

    (Board of Governors of the Federal Reserve System)

  • Paulo Guimaraes

    (University of Porto)

  • Thomas Zylkin

    (University of Richmond)

Programming Language

Stata

Abstract

ppmlhdfe implements Poisson pseudo-maximum likelihood regressions (PPML) with multi-way fixed effects, as described by Correia, Guimarães, Zylkin (arXiv:1903.01690). The estimator employed is robust to statistical separation and convergence issues, due to the procedures developed in Correia, Guimarães, Zylkin (arXiv:1903.01633).

Suggested Citation

  • Sergio Correia & Paulo Guimaraes & Thomas Zylkin, 2019. "PPMLHDFE: Stata module for Poisson pseudo-likelihood regression with multiple levels of fixed effects," Statistical Software Components S458622, Boston College Department of Economics, revised 07 Sep 2023.
    • Handle: RePEc:boc:bocode:s458622
    Note: This module should be installed from within Stata by typing "ssc install ppmlhdfe". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/p/ppmlhdfe.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/ppmlhdfe.sthlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/p/ppmlhdfe_header.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/p/ppmlhdfe_p.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/ppmlhdfe.mata
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/reghdfe5.mata
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/p/ppmlhdfe_functions.mata
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/ppmlhdfe_separation_relu.mata
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/ppmlhdfe_separation_simplex.mata
    File Function: program code
    Download Restriction: no
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    Citations

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    Cited by:

    1. Jochmans, K. & Verardi, V., 2019. "twexp and twgravity: Estimating exponential regression models with two-way fixed effects," Cambridge Working Papers in Economics 1945, Faculty of Economics, University of Cambridge.

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