ids_with_multiple_obs

<p><code>ids_with_multiple_obs</code> returns a vector of values that occur multiple times</p>

Implemented is an algorithm to estimate the two-way fixed effect linear model.
The coefficients of interest are computed using the residuals from the
projection of all variables on the two sets of fixed effects. Our algorithm
has three desirable features. First, it manages memory and computational
resources efficiently which speeds up the computation of the estimates.
Second, it allows the researcher to estimate multiple specifications
using the same set of fixed effects at a very low computational cost.
Third, the asymptotic variance of the parameters of interest can be
consistently estimated using standard routines on the residualized data.
Somaini P., Wolak F. A. (2016) <doi:10.1515/jem-2014-0008>
Arellano, M. (1987) <https://ideas.repec.org/a/bla/obuest/v49y1987i4p431-34.html>.

Paulo Somaini

xtreg2way

Feasible Estimation of the Two-Way Fixed Effect Model

ids_with_multiple_obs: `ids_with_multiple_obs` returns a vector of values that occur multiple times

Description

Usage

Arguments

Value