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Memorandum, Department of Economics, University of Oslo >
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http://hdl.handle.net/10419/47280
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| Title: | | OLS with multiple high dimensional category dummies  |
| Authors: | | Gaure, Simen |
| Issue Date: | | 2010 |
| Series/Report no.: | | Memorandum // Department of Economics, University of Oslo 2010,14 |
| Abstract: | | 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. |
| Subjects: | | Method of Alternating Projections Multiple Fixed Effects OLS |
| JEL: | | C13 C33 C60 |
| Document Type: | | Working Paper |
| Appears in Collections: | | Memorandum, Department of Economics, University of Oslo
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