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
Differing results with stepwise regression (& categorical predictors)Hi, I am having trouble interpreting the results of my logistic regression analysis. I am running …
marker label values in twoway mataHi When I run the code Code: sysuse auto, clear summarize price mata: mean = st_numscalar("r(m…
ppml_panel_sg: "r(2000) no observations" error after 10 iterationsHello everyone, I'm currently working with a balanced panel dataset on bilateral exports at the sec…
Moderated Mediation in Panel Data analysisHi everyone, Please, can anyone guide me on conducting a moderated mediation model using panel data?…
Plot graph of multiple categorical variables (with sub-categories) across outcome variableDear all, I more than two categorical variables with two sub groups in each. I want to graph them o…
Subscribe to:
Post Comments (Atom)
0 Response to f test following reghdfe for joint significance of individual fixed effects
Post a Comment