Hi everyone,
I am estimating an instrumental variable model with time fixed effects and region fixed effects and I want to estimate the standard errors clustering at the regional level but I have too few regions (less than 30). Therefore, I believe I need to use wild cluster bootstrap but the command boottest yields the following error:
Doesn't work after ivreghdfe with more than one set of absorbed fixed effects or with absorbed interaction terms.
r(198);
Do you know what can I do about it?
Thanks
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