REGHDFE - Panel Data (Stata)

Here, I show how to use the "reghdfe" command in stata to control for multiple fixed effects and their interactions.
For more details, visit: scorreia.com/he...

[@icaro247]

Thank you so much, it was very useful for my thesis!

[@cooleconometrics]

Glad to hear that

[@soyounglee3139]

I installed ftools and ivreghdfe, and when I ran reghdfe, I got the error 'command unrecognized.' So, I installed reghdfe as well, and now I got the error invalid syntax (error occurred while loading reghdfe.ado). I am using STATA 14.0 for your information. Do you know why this is happening?

[@cooleconometrics]

Can you type in your code here

[@qianlima2196]

Do we need to define the panel data stucture first using xtset?

[@cooleconometrics]

Yes

[@qianlima2196]

I have asked Sergio himself, and he confirmed it was unnecessary.@@cooleconometrics

[@junaidhaider4395]

i used this command in gravity model setting.obviously my data is panel.my friend run this command for me. i dont undertsand one thing about absorb and cluster option.he used ab(importer exporter time) vce(cl importer#exporter).my results are good.there are importer effect, exporter effect, and time effect.but i dont undertsand vce(cl importer#exporter) part.i know its for robust standard error.but i dont undertsand importer#exporter part in it.its confusing me with pair effect.i would be very thankful to you, if you could clear me about this aspect? love and respect professor

[@cooleconometrics]

Look up for the document of the package on Stata website for better understanding of what those functions are

[@user-gf8oy2no1p]

can you please show me te command ,I am also using gravity model

[@CharlesMbang-eu5sm]

Send the command please.