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
Related Posts with Two Stage Least Squares with multiple Fixed Effects (using reghdfe)
Spline for Panel Regression (Random Effects)Hi all, I am modeling daily deaths per 100,000 from COVID-19 by country. Given the natural rise and…
Flagging negative values within an idHi. My dataset has an id variable and a total amount variable. There are multiple observations per i…
How to count number of observations per idHi everyone, I have a large data with around 20,000 observations where V1 is the household ID that …
JoinPoint RegressionHello everyone, I am working on a dataset with 15 years of outcomes. I am very interested in plotti…
How to compute margins after meologit (for each dependent variable level)Problem solved. …
Subscribe to:
Post Comments (Atom)
0 Response to Two Stage Least Squares with multiple Fixed Effects (using reghdfe)
Post a Comment