Hello,
I am currently working with a panel, using Correia's reghdfe command. Suppose I have a panel of firms with quarterly observations. If I only wanted to include firm specific fixed effects, then the code would be
reghdfe Y X1 X2 X3 , absorb(firm_id)
The above equation runs nicely. I only have a very silly question: how do I ask the program to get the residuals from this procedure and also, how do I specify no-intercept in the equation?
I know that Correia's procedure allows for both options: residuals(newvar) and noconstant. But I'm having trouble with the syntax (how to properly include those two statements in the code)
can anyone help me on this? I'm sorry for the sloppiness (I'm quite new with stata)
Thank you
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