tomzylkin / ppml_fe_bias Goto Github PK

Dear Martin Weidner and Thomas Zylkin,

Do you plan on publishing your code as an R package (with functions implemented in C++)? My co-authors and I find your error correction quite interesting and are applying it in a paper of ours. Unfortunately, the function sometimes runs an hour or two when using large data and FEs based on variables with lots of categories. Translating code from Stata to R often drastically speeds up computations.

If you are unfamiliar with R and C++, we could assist with the translation.

Thank you for considering the request.

Kind regards,
Christian Düben

Dear Thomas,

In my first attempt with ppml_fe_bias, the error message "factor-variable and time-series operators not allowed" showed up. I intended to correct my estimated coefficients for a gravity model with an interaction term of two continuous variables. Can you confirm if ppml_fe_bias would be able to do it, and if yes, can you suggest how I should adjust the basic codes for my goal?

Best regards,
Lishu