A review of Stata commands for fixed-effects estimation in normal linear models

Stata Journal

Volumn 12, Issue 3, 2012, Pages 406-432

  McCaffrey, Daniel F ^a   Lockwood, J R ^a   Mihaly, Kata ^a   Sass, Tim R ^b  

^a RAND CORPORATION   (United States)

^b GEORGIA STATE UNIVERSITY   (United States)

Author keywords

a2reg; areg; Felsdvregdm; Fese; Fixed effects estimators; gpreg; Linked employer employee data; Longitudinal data; reg2hdfe; Regress; Software review; st0267; xtreg

Indexed keywords

EID: 84869776700     PISSN: 1536867X     EISSN: None     Source Type: Journal    
DOI: 10.1177/1536867x1201200305     Document Type: Review

References (13)

1. Abowd, J. M., F. Kramarz, and S. Roux. 2006. Wages, mobility and firm performance: Advantages and insights from using matched worker-firm data. Economic Journal 116: F245-F285.
2. Bazzoli, G. J., H.-F. Chen, M. Zhao, and R. C. Lindrooth. 2008. Hospital financial condition and the quality of patient care. Health Economics 17: 977-995.
3. Cornelissen, T. 2008. The Stata command felsdvreg to fit a linear model with two high-dimensional fixed effects. Stata Journal 8: 170-189.
4. Goldhaber, D., B. Gross, and D. Player. 2011. Teacher career paths, teacher quality, and persistence in the classroom: Are public schools keeping their best? Journal of Policy Analysis and Management 30: 57-87.
5. Guimarães, P., and P. Portugal. 2010. A simple feasible procedure to fit models with high-dimensional fixed effects. Stata Journal 10: 628-649.
6. Harris, D. N., and T. R. Sass. 2011. Teacher training, teacher quality and student achievement. Journal of Public Economics 95: 798-812.
7. Jacob, B. A., and L. Lefgren. 2008. Can principals identify effective teachers? Evidence on subjective performance evaluation in education. Journal of Labor Economics 26: 101-136.
8. Lovell, M. C. 2008. A simple proof of the FWL theorem. Journal of Economic Education 39: 88-91.
9. Mihaly, K., D. F. McCaffrey, J. R. Lockwood, and T. R. Sass. 2010. Centering and reference groups for estimates of fixed effects: Modifications to felsdvreg. Stata Journal 10: 82-103.
10. Nichols, A. 2008. fese: Stata module to calculate standard errors for fixed effects. Statistical Software Components S456914, Department of Economics, Boston College. http://ideas.repec.org/c/boc/bocode/s456914.html.
11. Ouazad, A. 2008. a2reg: Stata module to estimate models with two fixed effects. Statistical Software Components S456942, Department of Economics, Boston College. http://ideas.repec.org/c/boc/bocode/s456942.html.
12. Schmieder, J. F. 2009. gpreg: Stata module to estimate regressions with two dimensional fixed effects. Statistical Software Components S457048, Department of Economics, Boston College. http://ideas.repec.org/c/boc/bocode/s457048.html.
13. Searle, S. R. 1971. Linear Models. New York: Wiley