Hi Statalisters:
Running the following code:
ivreghdfe depvar (var1 = var2), cl(id year) a(id year) first
returns an error message "estimates post: matrix has missing values". Also, it does not allow to cluster at the interaction of id and year though it allows to cluster at more than two levels if I generate a new variable id_year = group(id year). Is it the same?
Running the following code:
xtivreg2 depvar (var1 = var2), fe cl(id) first
works well. But this code does not allow to control year fixed effect and cluster at more than one level.
Many thanks,
Linghui
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