[Gretl-users] Re: Can gretl replicate STATA's reghdfe output?
On Wed, 6 Jul 2022, Fred Engst wrote:
More and more of my students are using STATA’s reghdfe for their
model
estimations. I wonder if it is possible to achieve the same results by
gretl. If we can, how? If not, is there a work around to get the same
results?
I must admit I was competely unaware of this package (and of this
estimator too). From what I gather, it sound like a huge step forward in
fixed effects estimation for linear models. By a cursory look at Correia's
stata code, it looks like a major piece of work.
It would be interesting to implement this as a function package. Any
volunteers?
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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