Practical fixed-effects estimation methods for the three-way error-components model

@inproceedings{Andrews2006PracticalFE,
  title={Practical fixed-effects estimation methods for the three-way error-components model},
  author={Martyn J. Andrews and Thorsten Schank and Richard Upward},
  year={2006}
}
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… CONTINUE READING

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