Dear Statalist,
I am trying to estimate a two stage least squares where both stages contain multiple fixed effects and interactions between age and district factors. I used reghdfe in combination with the xi command for the first stage regression and attempted to use the stages(first) addition but I keep getting an error saying "invalid options: stages(first)". Does anyone know why this is happening or have any ideas as to a different way to proceed?
Here is my code and the response:
xi: reghdfe yrschl i.age74|intensity, stages(first) absorb(age district) v
> ce(cluster district)
i.age74 _Iage74_2-23 (naturally coded; _Iage74_12 omitted)
i.age74|inten~y _IageXinte_# (coded as above)
invalid options: stages(first)
r(9);
Any input would be greatly valued. Thank you
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