In this paper, I show how to estimate the parameters of the beta- binomial distribution and its multivariate generalization, the Dirichlet-multinomial distribution. This approach involves no additional programming, as it relies on an existing Stata command used for overdispersed count panel...

In this article, we describe an iterative approach for the estimation of linear regression models with high-dimensional fixed effects. This approach is computationally intensive but imposes minimum memory requirements. We also show that the approach can be extended to nonlinear models and to...