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Estimation is implemented using a modified version of the iteratively reweighted least-squares algorithm that allows for fast estimation in the presence of HDFE. Because the code is built around the reghdfe package ( Correia, 2014 , Statistical Software Components S457874, Department of Economics, Boston College), it has similar syntax, supports many of the same functionalities, and benefits from reghdfe\u2018s fast convergence properties for computing high-dimensional leastsquares problems. Performance is further enhanced by some new techniques we introduce for accelerating HDFE iteratively reweighted least-squares estimation specifically. ppmlhdfe also implements a novel and more robust approach to check for the existence of (pseudo)maximum likelihood estimates. <\/jats:p>","DOI":"10.1177\/1536867x20909691","type":"journal-article","created":{"date-parts":[[2020,3,24]],"date-time":"2020-03-24T11:26:02Z","timestamp":1585049162000},"page":"95-115","update-policy":"https:\/\/doi.org\/10.1177\/sage-journals-update-policy","source":"Crossref","is-referenced-by-count":767,"title":["Fast Poisson estimation with high-dimensional fixed effects"],"prefix":"10.1177","volume":"20","author":[{"given":"Sergio","family":"Correia","sequence":"first","affiliation":[{"name":"Federal Reserve Board, Washington, DC,"}]},{"given":"Paulo","family":"Guimar\u00e3es","sequence":"additional","affiliation":[{"name":"Banco de Portugal, Porto, Portugal,"}]},{"given":"Tom","family":"Zylkin","sequence":"additional","affiliation":[{"name":"University of Richmond, Richmond, VA,"}]}],"member":"179","published-online":{"date-parts":[[2020,3,24]]},"reference":[{"key":"bibr1-1536867X20909691","unstructured":"Abowd J. 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