OLS with multiple high dimensional category variables

DOI10.1016/J.CSDA.2013.03.024MaRDI QIDQ76024zbMATH OpenOpenAlexFDO

Authors Simen Gaure, Simen Gaure

Publication date October 2013

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2013.03.024

zbMATH Keywords

alternating projectionsfixed effect estimatorhigh-dimensional category variablesKaczmarz methodmultiple fixed effectspanel datatwo-way fixed effects

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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Cites work

• scientific article; zbMATH DE number 4001918 (Why is no real title available?)
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• scientific article; zbMATH DE number 3230744 (Why is no real title available?)
• scientific article; zbMATH DE number 3027894 (Why is no real title available?)
• A coordinate descent MM algorithm for fast computation of sparse logistic PCA
• A numerical evaluation of sparse direct solvers for the solution of large sparse symmetric linear systems of equations
• A randomized Kaczmarz algorithm with exponential convergence
• Acceleration schemes for the method of alternating projections
• Econometric analysis of cross section and panel data.
• Error bounds for the method of alternating projections
• Fundamentals of Computerized Tomography
• Multiple choice from competing regression models under multicollinearity based on standardized update
• On rings of operators. Reduction theory
• On the connectivity of row-column designs
• On the theory of connected designs: Characterization and optimality
• Parallel and sequential Kaczmarz methods for solving underdetermined nonlinear equations
• Signless Laplacians of finite graphs
• Sparse regularized local regression
• The rate of convergence for the method of alternating projections. II
• Theory of Reproducing Kernels
• Towards a spectral theory of graphs based on the signless Laplacian, III

Cited in

(8)

• Generalized orthogonal components regression for high dimensional generalized linear models
• Gender, competition, and performance: Evidence from chess players
• Large-scale linear regression: development of high-performance routines
• Correlation bias correction in two-way fixed-effects linear regression
• lfe
• An algorithm to estimate the two-way fixed effects model
• penppml
• Alternating cyclic vector extrapolation technique for accelerating nonlinear optimization algorithms and fixed-point mapping applications

Describes a project that uses

Uses Software

• R
• CRAN
• Stata
• lfe
• GPREG
• A2REG
• felsdvreg

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