Dear Statalist,

I have a question about reghdfe and boottest commands. I am trying to answer whether people's expectations of a variable are systematically different along observable dimensions, such as some demographic characteristics age and income. The data sample is clustered at state and year levels. So I ran something like
Code:
reghdfe forecastsisy  ageisy incomeisy, vce(cluster state year)
where i stands for individual, s stands for state and y stands for year. However, when I tried to use boottest like
Code:
boottest age
it returns an error "r(198) Doesn't work after reghdfe with absorbed interaction terms." As far as I know, boottest can handle reghdfe with one-way fixed effect. But I didn't include any fixed effects in my model. I am a little confused why I still got this error.

Plus, if I want to add state and year fixed effects in the model, such as
Code:
reghdfe forecastsisy  ageisy incomeisy, a(state year) vce(cluster state year)
Is there a way I can bootstrap cluster my standard errors?

I have the latest versions of both reghdfe (6.12.1) and boottest (3.2.3).

Thank you so much!