The Stata Journal: Promoting communications on statistics and Stata ( IF 3.2 ) Pub Date : 2020-06-19 , DOI: 10.1177/1536867x20931006 Koen Jochmans 1 , Vincenzo Verardi 2
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.
中文翻译:
用双向固定效应拟合指数回归模型
在本文中,我们介绍了命令twexp和twgravity,它们实现了Jochmans(2017,Review of Economics and Statistics 99:478-485)中针对具有双向固定效应的指数回归模型开发的估计器。twexp适用于一般的n × m面板数据。twgravity是为特殊情况编写的,其中数据集是n个代理之间的二元交互作用的横截面。一个主要的例子是横截面双边贸易数据,其中感兴趣的模型是具有进口和出口效应的引力方程。无论twexp和twgravity可以处理n和m大(即有很多固定影响)的数据。这些命令使用Mata并快速执行。