Reghdfe Absorb. If you want to run predict afterward but don't particularly c
If you want to run predict afterward but don't particularly care about the names of each fixed effect, use the save fe suboption. Below a minimal It contains the same code underlying reghdfe and exposes most of its functionality and options. 这两个命令的用法，两个命令的区别是什么？ 2. It also computes the degrees-of-freedom absorbed by the fixed effects and stores them in e (df_a). This will delete all preexisting variables matching __hdfe*__ and In my opinion, if you want to collect two fixed effects, the easiest approach to understand and disseminate is a two-way -fe- specification (unlike -xtreg-, the community Design Principles: Powerful Under the Hood Save users’ time: reghdfe price gear, absorb(turn#trunk) cluster(turn#foreign) Also: implemented in heavily optimized Mata code " REGHDFE: Stata module to perform linear or instrumental-variable regression absorbing any number of high-dimensional fixed effects," Statistical Software Components S457874, Boston Example: reghdfe price weight, absorb (turn trunk, savefe) res iduals(newvar) will save the regression residuals in a new variable. This is a superior alternative than running predict, resid The description demonstrated that using reghdfe with savefe saved the estimation results of fixed effects. reghdfe depvar indepvars, absorb (absvar1 absvar2 ) With IV / GMM regressions, use the ivregress and ivreg2 syntax: . Edit: after some comments below some clarifications: reghdfe is a stata command that runs linear and instrumental-variable regressions . I think both options allow to control by time or individual dummies, but I have seen the use of both options When used, absorb() will also activate the small, noconstant and nopartialsmall options of ivreg2 (basically to force small sample I am using the reghdfe command in Stata and I try to include fixed effects by using absorb() as well as using cluster(). 这两个命令中 When reghdfe computes the VCE matrix, it multiplies the asymptotic VCE matrix by a small sample adjustment (see the formula for “q” here). reghdfe price weight length, absorb(turn trunk) vce(cluster turn trunk) (dropped 9 singleton observations) (converged in 12 iterations) I would like to know if there is a difference between i. and absorb (). It works as a generalization of the built Estimate an OLS Regression with two-way clustering . Is it possible to print or save the estimates of the dummy reghdfe 命令可以包含多维固定效应模型，只需 absorb (var1,var2,var3,) ，就可以进行多维固定效应模型估计。 reghdfe 是一个外部命令，所以大家在使用之前需要安装（ssc reghdfe命令可以包含多维固定效应模型，只需 absorb (var1,var2,var3,)，就可以进行多维固定效应模型估计。 reghdfe是一个外部命令，所以大家在使用之前需要安装（ssc reghdfe fits a linear or instrumental-variable regression absorbing an arbitrary number of categorical factors and factorial interactions Optionally, it saves the estimated fixed effects. Then, i found --> when i use reghdfe depvar indvar, absorb (firmid year industry country) cluster (firmid), main independen variabel is significant, but i use reghdfe depvar Hi Everyone, When I use reghdfe and cluster my standard errors at the fixed effect level, my fixed effects become redundant and I got the following message "* = FE nested I am trying to understand what is the difference between running a regression with a bunch of fixed effects by directly creating the dummies versus using reghdfe. I'm curious why the fixed effect coefficients were not saved here. reghdfe depvar indepvars (endogvars=iv_vars), absorb ,reghdfe depvar [weight] , absorb (absvars) [options]areg depvar [weight], absorb (varname) [options]请问：1. Absorb not just one but multiple high-dimensional categorical variables in your linear, fixed-effects linear, and instrumental-variables linear models using option absorb () with reghdfe is a Stata package that estimates linear regressions with multiple levels of fixed effects. This adjustment depends on the absorbed By your definition of mpg_aux, if mpg == 14, mpg_aux is missing, and therefore all observations with mpg == 14 are excluded from estimation of -reghdfe price mpg_14, absorb ************第五列，用 areg命令，用LSDV法控制时间固定效应，absorb选项固定个体效应 (areg命令不支持在absorb选项中加入多个变量，只能固定 .