Work

OLS with Multiple High Dimensional Category Dummies

Year: 2011

Type: preprint

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

Source: RePEc: Research Papers in Economics

Author: Simen Gaure

Language: English

Topic: Spatial and Panel Data Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1605635863

Cites:

Cited by: 14

Related to: 10