I want to use lincom to estimate total effect after running a regression of the form:
Code:
. reghdfe scriptnumber i.post##treated2##(agedum1 agedum2 agedum3 agedum4 agedum5), absor > b(i.wk2 i.prescriberid) vce(cluster prescriberid) (converged in 3 iterations) note: 1.post omitted because of collinearity note: 1.treated2 omitted because of collinearity HDFE Linear regression Number of obs = 29,343,300 Absorbing 2 HDFE groups F( 21, 73320) = 333.08 Statistics robust to heteroskedasticity Prob > F = 0.0000 R-squared = 0.3944 Adj R-squared = 0.3929 Within R-sq. = 0.0522 Number of clusters (prescriberid) = 73,321 Root MSE = 4.3413 (Std. Err. adjusted for 73,321 clusters in prescriberid) --------------------------------------------------------------------------------------- | Robust scriptnumber | Coef. Std. Err. t P>|t| [95% Conf. Interval] ----------------------+---------------------------------------------------------------- 1.post | 0 (empty) 1.treated2 | 0 (empty) | post#treated2 | 1 1 | -.2841009 .0354557 -8.01 0.000 -.3535939 -.2146078 | 1.agedum1 | -3.081656 .0585112 -52.67 0.000 -3.196338 -2.966974 1.agedum2 | -2.524654 .0460961 -54.77 0.000 -2.615003 -2.434306 1.agedum3 | -2.302338 .040131 -57.37 0.000 -2.380995 -2.223682 1.agedum4 | -2.011272 .0342483 -58.73 0.000 -2.078399 -1.944146 1.agedum5 | -2.152859 .0391209 -55.03 0.000 -2.229536 -2.076183 | post#agedum1 | 1 1 | .0238845 .017022 1.40 0.161 -.0094785 .0572474 | post#agedum2 | 1 1 | .0075982 .0134217 0.57 0.571 -.0187083 .0339047 | post#agedum3 | 1 1 | .0227166 .011867 1.91 0.056 -.0005428 .0459759 | post#agedum4 | 1 1 | .0236837 .0109215 2.17 0.030 .0022777 .0450898 | post#agedum5 | 1 1 | .0698713 .0130745 5.34 0.000 .0442454 .0954973 | treated2#agedum1 | 1 1 | -.396839 .1059009 -3.75 0.000 -.6044043 -.1892737 | treated2#agedum2 | 1 1 | -.309352 .0846507 -3.65 0.000 -.4752671 -.1434369 | treated2#agedum3 | 1 1 | -.1992315 .0706572 -2.82 0.005 -.3377193 -.0607438 | treated2#agedum4 | 1 1 | -.1407674 .0579312 -2.43 0.015 -.2543122 -.0272225 | treated2#agedum5 | 1 1 | -.1115767 .0639635 -1.74 0.081 -.2369451 .0137916 | post#treated2#agedum1 | 1 1 1 | .2544823 .0340203 7.48 0.000 .1878026 .321162 | post#treated2#agedum2 | 1 1 1 | .1834304 .0281337 6.52 0.000 .1282884 .2385724 | post#treated2#agedum3 | 1 1 1 | .1683772 .0233473 7.21 0.000 .1226166 .2141379 | post#treated2#agedum4 | 1 1 1 | .1832277 .0204976 8.94 0.000 .1430525 .2234028 | post#treated2#agedum5 | 1 1 1 | .2174294 .0244478 8.89 0.000 .1695119 .2653469 --------------------------------------------------------------------------------------- Absorbed degrees of freedom: ------------------------------------------------------------------------+ Absorbed FE | Num. Coefs. = Categories - Redundant | ----------------------+-------------------------------------------------| wk2 | 100 100 0 | prescriberid | 0 73321 73321 * | ------------------------------------------------------------------------+ * = fixed effect nested within cluster; treated as redundant for DoF computation . end of do-file . lincom post#treated2+post#treated2#agedum1 post#treated2 invalid name r(198);
post#treated2 and post#treated2#agedum1 for lincom? Thank you for your help.
Sincerely,
Sumedha.
Sincerely,
Sumedha.
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