I am trying to run the following and it is very slow. I believe it is possible to speed it up using rangestat or runby, but I am not sure how.

The command using reghdfe is:

Code:
reghdfe y c.x1##i.groupfixedeffect, a(timefixedeffect) cluster(group)
I am not certain rangestat would be faster, but I suspect it would be. I suspect the code in rangestat would be similar to:

Code:
rangestat (reg) y x1, by(group) interval(y -0 0)
I don't know how to or if I can include the timefixedeffects or how to specify the interval. Obviously, (y -0 0) is not correct.

Any help is appreciated. Thanks in advance. If rangestat will not increase the speed of the tests significantly, please let me know.