Hello

I want to do

code : xtreg depvar indepvar i.day, fe vce (r)

with the panel data. (day is a time variable)

But the data is too big, so I can not use the above code

Is there any way to absorb time dummies in - xtreg, fe - like - areg, absorb() - ?

I used reghdfe and it is not available because the coefficient and t-value are too different compared with xtreg.

thank you for reading