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Title:A simple feasible alternative procedure to estimate models with high-dimensional fixed effects PDF Logo
Authors:Guimarães, Paulo
Portugal, Pedro
Issue Date:2009
Series/Report no.:IZA discussion papers 3935
Abstract:In this paper we describe an alternative iterative approach for the estimation of linear regression models with high-dimensional fixed-effects such as large employer-employee data sets. This approach is computationally intensive but imposes minimum memory requirements. We also show that the approach can be extended to non-linear models and potentially to more than two high dimensional fixed effects.
Subjects:High dimensional fixed effects
linked employer-employee data
JEL:C01
C81
Persistent Identifier of the first edition:urn:nbn:de:101:1-2009020957
Document Type:Working Paper
Appears in Collections:IZA Discussion Papers, Forschungsinstitut zur Zukunft der Arbeit (IZA)

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