PPMLHDFE: Stata module for Poisson pseudo-likelihood regression with multiple levels of fixed effects

ppmlhdfe implements Poisson pseudo-maximum likelihood regressions (PPML) with multi-way fixed effects, as described by Correia, Guimaraes, Zylkin (arXiv:1903.01690). The estimator employed is robust to statistical separation and convergence issues, due to the procedures developed in Correia, Guimaraes, Zylkin (arXiv:1903.01633).