pweights in reghdfe allow colinear variable to generate a coefficient?
Hi,
This is my first post here. This question pertains to the use of pweight in reghdfe. I have a variable that is colinear with the fixed effects (see the output of the first regression. But when I add in the probability weights, reghdfe does manage do output a coefficient (see second regression output below). I was hoping someone could point me to some resources/an explanation to help me understand why this is happening.
Thank you,
Claire
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