I have a poisson regression model with large number of fixed effects and an endogenous independent variable. Is there a command in Stata that can be used to estimate this model?
To my knowledge, there is "ivpoisson" which does the IV part, but can't be used when fixed effects dimension grows large, and there is "ppmlhdfe" which deals with fixed effects but does not support instruments. I am looking for a way to do both.
Thanks in advance for any help
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