Hi there,

I am running a panel regression model using the 'reghdfe'-command with high-dimensional fixed effects. I am interested in estimating the fixed effect of managers on some firm outcome variables. My model contains about 1,500 individual managers, i.e. dummy variables. I am interested in ending up with a distribution of the manager fixed effects but I am not sure how to proceed. While my regression (code) is not yet complete or perfect, the basis is as followed:

Code:
reghdfe capx_invest cashflow lagged_log_total_assets lagged_tobins_q , absorb(gvkey fyear EXE_*) vce(cluster gvkey)
Ultimately, I would like to have a table like the one by Bertrand & Schoar (2003, p. 1191) which displays the distribution of the fixed effects of the managers. For now, I am more interested in the generation of data of the table rather than the creation process of the nice-looking table. First, I thought to run this code

Code:
reghdfe capx_invest cashflow lagged_log_total_assets lagged_tobins_q , absorb(gvkey fyear EXE_*, savefe) vce(cluster gvkey)
Afterwards, I wanted to "append" all the estimates of manager fixed effects (=1) and sort them to get a distribution of the estimated manager fixed effects. However, this does not turn out to be handy as well as computationally impossible. That is why I would like to ask you for advice and help. Any suggestions are appreciated!

Best, Linus