Hi there,

I am currently having issues with collinearity of fixed effects in my 'reghdfe- regression'. I read online that the 'doflist- comannd' (Degrees of freedom adjustments) could help. Yet I do not know how to implement that command in my regression.

The do-file for the regression looks like this:

eststo FullSample: reghdfe CashtoAt TXUNCER fiveyearRTC fiveyearCASHETR fcons nol lossfirm NWC lev EBITDA MTBR size divpo capEx aquist atCF resDev, absorb(industry* year*) vce(cluster gvkey fyear)

Where and how could I implement doflist now to control for collinearity ??

I would be very grateful for any reply. Thanks in advance.