Hello!
​​​​​A friend of mine and I are now working on a seminar paper, in which we need to replicate the econometric analysis of a published article. We have chosen an article by Bertrand&Schoar(2003) in which they investigate the affect of executives on company policies. They run regressions with multiple FE(time, firm, and various manager FE).

Since there are multiple FE, reghdfe package suits best for this analysis. But we need to include the F statistic for the fixed effects only, and the function e(F_absorb) is currently disabled.

I've searched the forum, and found out, that if you write 'old' after the reghdfe regression code, the historic version of the package will run, and then the function e(F_absorb) can be used. But this did not work for me.

So my question is: is there a way we can calculate the F statistic for our FE using reghdfe package? We have tried searching the Internet for an answer, but couldn't find one.

Thank you all in advance.