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  • absorbing more than two variables in a regression

    Hello
    Would anyone know how to absorb more than two factor variables in a regression?
    I tried as below but it did not work

    Code:
    . areg d_pc i.diasem##i.turno i.anomes, absorb(mun_res codestab) cluster(mun_res codestab)
    absorb():  too many variables specified
    r(103);

  • #2
    Hi.
    There are two user written commands you can use for that. You have -reghdfe- and -regxfe-. You should be able to find them online from the Stata command line.
    Best
    Fernando

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