# glmhdfe

with Joschka Wanner and Alexander Hudlet.The R package glmhdfe implements a fast estimation procedure of generalized linear models with high dimensional fixed effects. The package makes use of a convenient property of *some* combinations of error term distributions and link functions, where the fixed effects have — conditional on all other estimated parameters — an explicit solution.

Install from Github via the remotes package:

```
install.packages("remotes")
remotes::install_github("julianhinz/R_glmhdfe")
```

A Stata implementation is coming soon. For more details and usage examples check out the R_glmhdfe Github repository and the technical note.

Last updated on December 9, 2022. © Julian Hinz 1987–2022.