WebOct 13, 2024 · My R code is as follows: data_fe <- data.table::fread ('sample_data.csv') data_fe_p <- panel (data_fe, ~ ID + year) feols (y ~ l (delta_t, 0:1) + l (delta_p, 0:1) fact + ID + year + ID [year, year_sqr], data = data_fe_p) but this results in the following - quite different - coefficients: delta_t = -0.000833 lag of delta_t = -0.004863 Webreghdfe is a Stata package that runs linear and instrumental-variable regressions with many levels of fixed effects, by implementing the estimator of Correia (2015). This estimator …
Stata help for reghdfe - Sergio Correia
Webreghdfeis a Stata package that runs linear and instrumental-variable regressions with many levels of fixed effects, by implementing the estimator of Correia (2015). This estimator augments the fixed point iteration of Guimarães & Portugal (2010) and Gaure (2013), by adding three features: WebJan 12, 2024 · Code: reghdfe DV cit_intern cit_hostcountry cit_hostcountry#ownethmig_max $CONTROLS , abs (i.patent i.cat_code) vce (cluster patent) where: DV is a binary variable; ownethmig_max is collinear with patent fixed effects (and this is the reason why I did not use cit_hostcountry##ownethmig_max); paneton costa
Stata help for reghdfe - Sergio Correia
WebJul 18, 2024 · I use the command to estimate the model: reghdfe wage X1 X2 X3, absvar(p=Worker_ID j=Firm_ID) I then check: predict xb, xb predict res, r gen yhat = xb + p + j + res and find that yhat ≠ wage. MY QUESTION: Why is it that yhat ≠ wage? However, the following produces yhat = wage: capture drop yhat predict xbd, xbd gen yhat = xbd + … WebSep 6, 2024 · ppmlhdfe is a Stata package that implements Poisson pseudo-maximum likelihood regressions (PPML) with multi-way fixed effects, as described in Correia, Guimarães, Zylkin (2024a). The estimator employed is robust to statistical separation and convergence issues, due to the procedures developed in Correia, Guimarães, Zylkin … http://taxsim.nber.org/stata/efficient/multiple-fixed-effects.html エターナルパーティ 期待値