OLS with multiple high dimensional category dummies

Simen Gaure

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. -- Method of Alternating Projections ; Multiple Fixed Effects ; OLS

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Year of publication:	2010 ; Publisert 6. okt. 2010
Authors:	Gaure, Simen
Publisher:	Oslo : Dep. of Economics, Univ. of Oslo
Subject:	Kleinste-Quadrate-Methode \| Least squares method

Extent:	Online-Ressource (PDF-Datei: 7 S., 160,40 KB)
Series:	Memorandum / Department of Economics, University of Oslo. - Oslo : Department of Economics, University of Oslo, ISSN 0809-8786, ZDB-ID 2532549-8. - Vol. 2010,14
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature
Language:	English
Notes:	Systemvoraussetzungen: Acrobat reader
Other identifiers:	hdl:10419/47280 [Handle]
Classification:	C13 - Estimation ; C33 - Models with Panel Data ; C60 - Mathematical Methods and Programming. General
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://ebvufind01.dmz1.zbw.eu/10008664502