Dear Statalist,

I am looking to find the relationship between house price shocks on divorce rates. I have annual data for 8 time periods. I have time and county fixed effects so I am using the reghdfe command with absorb, from the scc install library.

My main regression looks like such:

Code:
reghdfe divorce_rate HPSHOCK femalelf_num unemployment_rate_num degree_num GCSE_num a_level_num noGCSE_num under10_num i10to34hours_num i35to44hours_num over45hours_num white_num weekly_pay_num, absorb(countynum d) vce(cluster countynum)
My supervisor has told me that instead I need to bootstrap cluster my standard errors. However I believe that the reghdfe command is not compatible with bootstrap. How can I solve this issue?

I have a subset of my dataset below to illustrate.

Thanks,
Jamie

Code:
* Example generated by -dataex-. To install: ssc install dataex
clear
input str9 mnemonic str46 county float(degree_num under10_num i10to34hours_num i35to44hours_num over45hours_num unemployment_rate_num white_num femalelf_num weekly_pay_num d) int year float(divorce_rate HPSHOCK countynum ln_divorce_rate)
"" "Bath and North East Somerset UA"      29.4        4        30     41.7      24.2      5.7      90.4      71.7     500.1 1 2011 1.1543634  -.04652044 1   .14354903
"" "Bath and North East Somerset UA"      33.3      5.6      28.3       44      22.1      4.7      90.1      70.4     481.1 2 2012 1.1265371 -.015247965 1    .1191484
"" "Bath and North East Somerset UA"      35.4      3.5      29.4       43      24.1      6.1      88.4      76.6     509.2 3 2013  .9782556  .037154894 1 -.021984324
"" "Bath and North East Somerset UA"      34.8      5.7      26.9     39.2      28.2      4.3      90.2      70.7     542.5 4 2014 1.1008123   .07657316 1   .09604838
"" "Bath and North East Somerset UA"      35.1      6.3      28.9     39.1      25.7      5.6      89.7      73.6     514.7 5 2015 1.0057058   -.1214285 1  .005689617
"" "Bath and North East Somerset UA"      40.7      3.7      32.9     39.9      23.5      4.2      88.1      76.8     522.3 6 2016 1.1473192   -.2731231 1   .13742809
"" "Bath and North East Somerset UA"        40      5.9      31.5     41.4      21.1      3.8      86.4      74.7     564.1 7 2017  .9564212   .13611344 1  -.04455688
"" "Bath and North East Somerset UA"      40.2      4.6      31.7     41.9      21.8      2.2      88.1      73.6     544.2 8 2018 1.0258412    .2302647 1  .025512993
"" "Bedford UA"                             25      4.2      29.3     42.7      23.8      6.1        76      73.7     494.7 1 2011  2.184815   -.3184305 2    .7815311
"" "Bedford UA"                           24.8      6.5      24.4     43.7      25.4        7      72.3      73.4     499.6 2 2012 2.3504815  -.50932974 2    .8546202
"" "Bedford UA"                           33.4      2.2      28.1     41.4      28.4      6.4      76.1      82.3     517.5 3 2013 2.1145895  -.44200635 2    .7488607
"" "Bedford UA"                           32.9      2.5      27.1     37.9      32.6      8.8      73.6      81.1     555.7 4 2014 2.1417122   -.3783329 2    .7616056
"" "Bedford UA"                           30.8      2.9      26.3     40.9      29.9      4.1      73.4      76.3     530.9 5 2015 2.1768427  -.28063366 2    .7778755
"" "Bedford UA"                           30.6      4.6      20.5     47.7      27.2      5.7      72.2      74.5     556.5 6 2016 2.1397316   .13171378 2    .7606804
"" "Bedford UA"                           35.5      5.3      24.2     40.8      29.7      3.8        76      73.4       584 7 2017 1.9548142     .787049 2    .6702951
"" "Bedford UA"                           32.1      4.2      24.3     44.6      26.9      2.6      66.3      82.1     565.7 8 2018  2.048119    .8929451 2    .7169219
"" "Blackburn with Darwen UA"        18.445915      2.5  28.38741 50.77852   18.3037 8.956295 75.005165  64.02518  432.8548 1 2011   .224107    .1946874 3  -1.4956317
"" "Blackburn with Darwen UA"        17.114372 2.652533  28.99493 50.20765 18.079626  8.99576  75.97445 64.377045  427.8786 2 2012  .2287373    .4383854 3  -1.4751812
"" "Blackburn with Darwen UA"        16.584013 3.080531  29.31168 48.76189 18.811268 9.111681  75.94077  64.06885   426.417 3 2013  .1985797    .3540271 3  -1.6165646
"" "Blackburn with Darwen UA"        17.216702 3.248777  28.34053 49.57016 18.775053  9.80601    74.055  65.21558   460.467 4 2014 .18671684  .064940214 3   -1.678162
"" "Blackburn with Darwen UA"        17.618029 2.654105 29.636055 47.70984        20 6.754105 74.137665  64.84753 448.56235 5 2015  .1806629  -.29422763 3  -1.7111225
"" "Blackburn with Darwen UA"        20.826815 2.537642  29.17738  47.6538  20.63118 7.206462  75.09224  67.34717  449.4172 6 2016  .2001491   -.4519042 3  -1.6086926
"" "Blackburn with Darwen UA"         23.01605 3.696901 29.456335 44.34311  22.50365 5.828168  73.17913  67.30703  458.5236 7 2017   .198256   -.3384984 3   -1.618196
"" "Blackburn with Darwen UA"         24.12458 3.065688  29.70092 46.90881 20.258894 5.740184  71.50806  66.80696  466.9022 8 2018 .17811483   -.1549169 3  -1.7253268
end