Stata新命令：ppmlhdfe-面板计数模型-多维固定效应泊松估计

Stata 连享会   主页 || 视频 || 推文

温馨提示： 定期 清理浏览器缓存，可以获得最佳浏览体验。

Correia S , Guimarães, Paulo, Zylkin T . ppmlhdfe: Fast Poisson Estimation with High-Dimensional Fixed Effects[J]. Thomas Zylkin, 2019. [PDF]

参考文献

• Abowd, J., R. Creecy, and F. Kramarz. 2002. Computing Person and Firm Effects Using Linked Longitudinal Employer–Employee Data. Technical Report 2002-06, U.S. Census Bureau. URL http://lehd.dsd.census.gov/led/library/techpapers/tp-2002-06.pdf.
• Berg´e, L. 2018. Efficient Estimation of Maximum Likelihood Models with Multiple Fixed-Effects: The R Package FENmlm. CREA Discussion Paper Series, Center for Research in Economic Analysis, University of Luxembourg. URL https://EconPapers.repec.org/RePEc:luc:wpaper:18-13.
• Blackburn, M. L. 2007. Estimating Wage Differentials without Logarithms. Labour Economics 14(1): 73–98.
• Cardoso, A. R., P. Guimar˜aes, and K. F. Zimmermann. 2010. Trends in Economic Research: An International Perspective. Kyklos 63(4): 479–494.
• Cornelissen, T. 2008. The Stata Command felsdvreg to Fit a Linear Model with Two High-Dimensional Fixed Effects. Stata Journal 8(2): 170–189.
• Correia, S. 2016. reghdfe: Estimating Linear Models with Multi-Way Fixed Effects. 2016 Stata conference, Stata Users Group.
• Correia, S., P. Guimar˜aes, and T. Zylkin. 2019. Verifying the Existence of Maximum Likelihood Estimates for Generalized Linear Models. Technical report, University of Richmond.
• Davidson, R., and J. MacKinnon. 1993. Estimation and Inference in Econometrics. NY: Oxford University Press.
• Davies, R. B., and C. M. Guy. 1987. The Statistical Modeling of Flow Data when the Poisson Assumption is Violated. Geographical Analysis 19(4): 300–314.
• Figueiredo, O., P. Guimar˜aes, and D. Woodward. 2015. Industry Localization, Distance Decay, and Knowledge Spillovers: Following the Patent Paper Trail. Journal of Urban Economics 89(C): 21–31.
• Gourieroux, C., A. Monfort, and A. Trognon. 1984. Pseudo Maximum Likelihood Methods: Theory. Econometrica 52(3): 681–700. Guimar˜aes, P., and P. Portugal. 2010. A Simple Feasible Procedure to Fit Models with High-Dimensional Fixed Effects. Stata Journal 10(4): 628–649.
• Hardin, J. W., and J. Hilbe. 2018. Generalized Linear Models and Extensions, Fourth Edition. College Station, Texas: Stata Press.
• Hinz, J., A. Hudlet, and J. Wanner. 2019. Separating the Wheat from the Chaff: Fast Estimation of GLMs with High-Dimensional Fixed Effects. Retrieved from https:/github.com/julianhinz/R glmhdfe.
• Larch, M., J. Wanner, Y. V. Yotov, and T. Zylkin. 2019. Currency Unions and Trade: A PPML Re-assessment with High-dimensional Fixed Effects. Oxford Bulletin of Economics and Statistics (forthcoming) . URL https://onlinelibrary.wiley.com/doi/abs/10.1111/obes.12283.
• Manning, W. G., and J. Mullahy. 2001. Estimating Log Models: to Transform or not to Transform? Journal of Health Economics 20(4): 461–494.
• Nelder, J., and R. Wedderburn. 1972. Generalized Linear Models. Journal of the Royal Statistical Society, Series A 135: 370–384.
• Santos Silva, J. M. C., and S. Tenreyro. 2006. The Log of Gravity. The Review of Economics and Statistics 88(4): 641–658.
• Santos Silva, J. M. C., and S. Tenreyro. 2010. On the Existence of the Maximum Likelihood Estimates in Poisson Regression. Economics Letters 107(2): 310–312.
• Santos Silva, J. M. C., and S. Tenreyro. 2011. Poisson: Some Convergence Issues. Stata Journal 11(2): 215–225.
• Stammann, A. 2018. Fast and Feasible Estimation of Generalized Linear Models with High-Dimensional k-way Fixed Effects. ArXiv e-prints . URL https://arxiv.org/pdf/1707.01815v2.pdf.

相关课程

连享会-直播课 上线了！
http://lianxh.duanshu.com

免费公开课：

• 直击面板数据模型 - 连玉君，时长：1小时40分钟
• Stata 33 讲 - 连玉君, 每讲 15 分钟.
• 部分直播课 课程资料下载 (PPT，dofiles等)

课程一览

支持回看，所有课程可以随时购买观看。

Note: 部分课程的资料，PPT 等可以前往 连享会-直播课 主页查看，下载。

关于我们

• Stata连享会 由中山大学连玉君老师团队创办，定期分享实证分析经验。直播间 有很多视频课程，可以随时观看。
• 连享会-主页 和 知乎专栏，300+ 推文，实证分析不再抓狂。
• 公众号推文分类： 计量专题 | 分类推文 | 资源工具。推文分成 内生性 | 空间计量 | 时序面板 | 结果输出 | 交乘调节 五类，主流方法介绍一目了然：DID, RDD, IV, GMM, FE, Probit 等。
• 公众号关键词搜索/回复 功能已经上线。大家可以在公众号左下角点击键盘图标，输入简要关键词，以便快速呈现历史推文，获取工具软件和数据下载。常见关键词：课程, 直播, 视频, 客服, 模型设定, 研究设计, stata, plus, 绘图, 编程, 面板, 论文重现, 可视化, RDD, DID, PSM, 合成控制法 等

连享会小程序：扫一扫，看推文，看视频……

扫码加入连享会微信群，提问交流更方便

✏ 连享会学习群-常见问题解答汇总：
✨ https://gitee.com/arlionn/WD