Fitting exponential regression models with two-way fixed effects

Koen Jochmans; Vincenzo Verardi

doi:10.1177/1536867X20931006

Fitting exponential regression models with two-way fixed effects

Koen Jochmans
, Vincenzo Verardi

Universite de Namur

Résultats de recherche: Contribution à un journal/une revue › Article › Revue par des pairs

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Résumé

In this article, we introduce the commands twexp and twgravity, which implement the estimators developed in Jochmans (2017, Review of Economics and Statistics 99: 478–485) for exponential regression models with two-way fixed effects. twexp is applicable to generic n × m panel data. twgravity is written for the special case where the dataset is a cross-section on dyadic interactions between n agents. A prime example is cross-sectional bilateral trade data, where the model of interest is a gravity equation with importer and exporter effects. Both twexp and twgravity can deal with data where n and m are large, that is, where there are many fixed effects. These commands use Mata and are fast to execute.

langue originale	Anglais
Pages (de - à)	468-480
Nombre de pages	13
journal	Stata Journal
Volume	20
Numéro de publication	2
Les DOIs	https://doi.org/10.1177/1536867X20931006
Etat de la publication	Publié - 1 juin 2020

Financement

Koen Jochmans gratefully acknowledges financial support from the European Research Council through Starting Grant number 715787. Vincenzo Verardi gratefully acknowledges financial support from the FNRS.

Bailleurs de fonds	Numéro du bailleur de fonds
European Research Council	715787
Fonds de la Recherche Scientifique F.R.S.-FNRS

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10.1177/1536867X20931006

twexp_twgravity - stata

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title = "Fitting exponential regression models with two-way fixed effects",

abstract = "In this article, we introduce the commands twexp and twgravity, which implement the estimators developed in Jochmans (2017, Review of Economics and Statistics 99: 478–485) for exponential regression models with two-way fixed effects. twexp is applicable to generic n × m panel data. twgravity is written for the special case where the dataset is a cross-section on dyadic interactions between n agents. A prime example is cross-sectional bilateral trade data, where the model of interest is a gravity equation with importer and exporter effects. Both twexp and twgravity can deal with data where n and m are large, that is, where there are many fixed effects. These commands use Mata and are fast to execute.",

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author = "Koen Jochmans and Vincenzo Verardi",

note = "Funding Information: Koen Jochmans gratefully acknowledges financial support from the European Research Council through Starting Grant number 715787. Vincenzo Verardi gratefully acknowledges financial support from the FNRS. Publisher Copyright: {\textcopyright} StataCorp LLC 2020.",

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N2 - In this article, we introduce the commands twexp and twgravity, which implement the estimators developed in Jochmans (2017, Review of Economics and Statistics 99: 478–485) for exponential regression models with two-way fixed effects. twexp is applicable to generic n × m panel data. twgravity is written for the special case where the dataset is a cross-section on dyadic interactions between n agents. A prime example is cross-sectional bilateral trade data, where the model of interest is a gravity equation with importer and exporter effects. Both twexp and twgravity can deal with data where n and m are large, that is, where there are many fixed effects. These commands use Mata and are fast to execute.

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Fitting exponential regression models with two-way fixed effects

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