OLS with Multiple High Dimensional Category Dummies

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

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Year of publication:	2011-01-03
Authors:	Gaure, Simen
Institutions:	Økonomisk institutt, Universitetet i Oslo
Subject:	Method of Alternating Projections \| Multiple Fixed Effects \| OLS

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Extent:	application/pdf
Series:	Memorandum.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series Memorandum Number 14/2010 7 pages
Classification:	C13 - Estimation ; C33 - Models with Panel Data ; C60 - Mathematical Methods and Programming. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008776041