In panel data models and other regressions with unobserved effects, fixed effects estimation is often paired with cluster-robust variance estimation (CRVE) to account for heteroscedasticity and un-mod
In panel data models and other regressions with unobserved effects, fixed effects estimation is often paired with cluster-robust variance estimation (CRVE) in order to account for heteroskedasticity a
In this article, we present ppmlhdfe, a new command for estimation of (pseudo-)Poisson regression models with multiple high-dimensional xed effects (HDFE). Estimation is implemented using a modied ver