Hi all,
I'd like to run a f-test to test joint significance of each fixed effects. For example, I'd like to obtain f-test stats for GVKEY effect and FYEAR effect separately when I run the following regression:
reghdfe coverage size BTM , cluster(gvkey fyear) absorb(gvkey fyear)
However, while reghdfe reports F-stats for overall effects, it does not report f-stats for gvkey/ fyear.
I saw this related post:https://www.statalist.org/forums/for...mating-reghdfe where they suggest to use older version of reghdfe. However, whenever I run :
reghdfe coverage size BTM , cluster(gvkey fyear) absorb(gvkey fyear) old
stata reports the following error:
(running historical version of reghdfe)
map_init_keepsingletons(): 3499 assert_msg() not found
<istmt>: - function returned error
r(3499);
so that i couldn't proceed.
Could someone give me any suggestions? I've searched for long but couldn't find an answer. Thanks very much!
Related Posts with f test following reghdfe for joint significance of individual fixed effects
Problem with interpreting coefficients of multiple linear regression with indicesHello, I am working on a small research assignment and trying to identify drivers of the corruption…
variable already defined error in the foreach loopHello, I am trying to make a use of the Python-Stata interface in Stata foreach loop. My loop is sho…
Heteroskedastic dataHi, What does 'panels(heteroskedastic) - use heteroskedastic but uncorrelated error structure' exac…
Calculating ICCHi statalist, I am trying to understand how to calculate ICC to assess agreement between and within…
Best Panel Data ModelI got a problem about panel data, I have micro panel data with 15.689 observation in 7 years. when …
Subscribe to:
Post Comments (Atom)
0 Response to f test following reghdfe for joint significance of individual fixed effects
Post a Comment