Code:
reg y i.x1
How can I achieve it?
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Monday, March 4, 2019
Regress only on fixed effects (residualize) without using dummies
I want to regress on only fixed effects to obtain dipersion of within-variation. However, I am using high-dimensional FEs, which means it is not feasible to do
because the number of different x1 is too large.
How can I achieve it?
How can I achieve it?
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