Practical fixed effects estimation methods for the three-way error components model
Andrews M, Schank T, Upward R (2006)
Publication Language: English
Publication Type: Journal article
Publication year: 2006
Journal
Publisher: StataCorp
Book Volume: 6
Pages Range: 461-481
Journal Issue: 4
DOI: 10.1177/1536867X0600600402
Abstract
Methods for fixed-effects estimation of the three-way error-components model are not yet standard. Where possible, we make the fixed-effects methods originally developed by Abowd, Kramarz, and Margolis (Econometrica 67: 251–333) for linked worker–firm data more accessible. We also show how these methods can be implemented in Stata. There is a caveat, however. If the researcher wants to recover estimates of the error components themselves, and the number of units at the higher level of aggregation is large, memory or matrix constraints may make using Stata to estimate the components themselves infeasible.
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APA:
Andrews, M., Schank, T., & Upward, R. (2006). Practical fixed effects estimation methods for the three-way error components model. Stata Journal, 6(4), 461-481. https://dx.doi.org/10.1177/1536867X0600600402
MLA:
Andrews, Martyn, Thorsten Schank, and Richard Upward. "Practical fixed effects estimation methods for the three-way error components model." Stata Journal 6.4 (2006): 461-481.
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