Hello, I am running a gravity model thus from (Yotov2016)
Code:
ppml trade EXPORTER_TIME_FE* IMPORTER_TIME_FE* ln_DIST CNTG LANG CLNY if exporter != importer, cluster(pair_id)
Code:
predict fit, xb
To speed up process I am trying to use the
HTML Code:
ppmlhdfe
command as follow

Code:
ppmlhdfe trade ln_DIST CNTG LANG CLNY if exporter != importer, absorb(exp_time imp_time) vce(cluster pair_id)
Code:
predict fithdfe, xb
As expected estimates and standard errors are the same between the two models, however, the fitted values are different (fit is different from fithdfe).
How can I calculate fitted values after the ppmlhdfe command?

i have tried also adding save and d options, but results are still different

Code:
ppmlhdfe trade ln_DIST CNTG LANG CLNY if exporter != importer, absorb(exp_time imp_time,save) vce(cluster pair_id), d
Code:
predict fithdfe2, xb

If anyone could help I would be extremely grateful