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  • Multilevel fixed effects (-reghdfe-)

    Hello Statalisters,
    I Have a strongly balanced short panel (t=3) data and over 3000 observations in each panel. I am trying to run a village level fixed effects instead of a household fixed effect (I want the mean deviation transformation of the variables to be based on village means not household means but I also want to control for the household fixed effects). Here is my syntax:
    HTML Code:
    reghdfe y1 x1  [pweight=pw], a(village household) cluster(village)
    Am I doing it right? I cannot help it but think that I am not.


    I am also interested in the between villages effects estimation. I have mean collapsed my data by village and run OLS. Is there a built-in way of accessing the between effects for -reghdfe-?

    Any help is much appreciated.

    Yonatan
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