sergiocorreia / ppmlhdfe

Poisson pseudo-likelihood regression with multiple levels of fixed effects
http://scorreia.com/software/ppmlhdfe/
MIT License
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The number of dropped singletons in reghdfe and ppmlhdfe #14

Open truan opened 2 years ago

truan commented 2 years ago

Hi Sergio,

I notice that the number of dropped singletons can be different in reghdfe and ppmlhdfe when the only thing that differs is the command and everything else in cmdline is the same. I note your technical note on singletons as well as your reply on the singletons in a separate issue (https://github.com/sergiocorreia/ppmlhdfe/issues/7#issuecomment-735341676). I can't quite wrap my mind around why the number of dropped singletons is different. Any thoughts/suggestions?

I am using the latest versions from the github repositories:

. ppmlhdfe, version c:\ado\plus\p\ppmlhdfe.ado ! version 2.3.0 25feb2021 ! Authors: Sergio Correia, Paulo Guimarães, Thomas Zylkin *! URL: https://github.com/sergiocorreia/ppmlhdfe

Required packages installed?

Thank you!!