PPMLHDFE | Poisson pseudo-likelihood regression with multiple levels of fixed effects

ppmlhdfe is a Stata package that implements Poisson pseudo-maximum likelihood regressions (PPML) with multi-way fixed effects, as described by Correia, Guimarães, Zylkin (2019a). The estimator employed is robust to statistical separation and convergence issues, due to the procedures developed in Correia, Guimarães, Zylkin (2019b).

For more information, please see the following links:

• Help file
• Github repository, where you can read installation instructions, report any issues, etc.
• ppmlhdfe paper
• Separation paper
• Separation primer
• Separation benchmarks
• Undocumented options