In nonlinear regression models, such as probit or logit models, coefficients cannot be interpreted as partial effects. The partial effects are usually nonlinear combinations of all regressors and regression coefficients of the model. We derive the partial effects in such models with a triple...

This article proposes a memory-saving decomposition of the design matrix to facilitate the estimation of a linear model with two high-dimensional fixed effects. A common way to fit such a model is to take into account one of the effects by including dummy variables and to sweep out the other...