Fixed effects tools, numerical computing, Stata utilities, and code for research examples and replication.
@johannes-schmieder
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Rust-backed Stata estimators for linear and PPML regression models with many fixed effects, including robust and multiway-clustered inference, heterogeneous slopes, weights, and saved effects.
Bias-corrected variance components for worker–firm fixed-effects models in Stata, using the leave-out approach of Kline, Saggio, and Sølvsten. Estimates worker and firm variances and their covariance, with a native Rust backend for large datasets.
Rank firms from worker moves using Sorkin’s flow-based method or Bradley–Terry paired comparisons. Accepts worker–firm panels or tables of employer-to-employer moves. Alpha package.
Simulate employment histories and wages with known model parameters and truth for teaching and Monte Carlo experiments. Includes additive fixed effects, pay gaps, wage posting, bargaining, and finite worker and firm types.
Deterministic Rust solver for large graph Laplacians and SDDM systems, combining a reusable Combinatorial Multigrid preconditioner with certified PCG solves.
Descriptive figures from grouped data, with confidence intervals and optional covariate adjustment.
A standalone LaTeX-to-PDF compiler for Stata that embeds Tectonic and an academic TeX bundle in one native plugin—no local TeX installation or runtime network access required.
Example code for estimating event studies with matched treated and control individuals.
Replication code for figures in “Job Search, Unemployment Insurance and Active Labor Market Policies,” the Handbook of Labor Economics chapter by Thomas Le Barbanchon, Johannes Schmieder, and Andrea Weber.