@article{Correia:340343,
      recid = {340343},
      author = {Correia, Sergio and Guimaraes, Paulo and Zylkin, Tom},
      title = {Fast Poisson estimation with high-dimensional xed eects},
      journal = {Stata Journal},
      address = {2020-10},
      number = {199-2024-717},
      year = {2020},
      abstract = {In this article, we present ppmlhdfe, a new command for  estimation of (pseudo-)Poisson regression models with  multiple high-dimensional xed effects (HDFE). Estimation is  implemented using a modied version of the iteratively  reweighted least-squares algorithm that allows for fast  estimation in the presence of HDFE. Because the code is  built around the reghdfe package (Correia, 2014,  Statistical Software Components S457874, Department of  Economics, Boston College), it has similar syntax, supports  many of the same functionalities, and benets from reghdfe's  fast convergence properties for computing high-dimensional  leastsquares problems. Performance is further enhanced by  some new techniques we introduce for accelerating HDFE  iteratively reweighted least-squares estimation specically.  ppmlhdfe also implements a novel and more robust approach  to check for the existence of (pseudo)maximum likelihood  estimates.},
      url = {http://ageconsearch.umn.edu/record/340343},
      doi = {https://doi.org/10.22004/ag.econ.340343},
}