Hi Everyone,
When I use reghdfe and cluster my standard errors at the fixed effect level, my fixed effects become redundant and I got the following message
"* = FE nested within cluster; treated as redundant for DoF computation"
If I dont cluster, I get the same coefficients (of course with different standard errors) and do not get any warning about nested fixed effects.
Does anyone have an idea why I am seeing this? Thanks in advance.
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