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  • how to indicate specific variables when using reghdfe and estfe?

    Hi there,

    I have a question regarding the use of reghdfe and esttab. Right now I have a bunch of continuous numeric controls but also a bunch of categorical ones:
    Code:
    local controls "apple banana orange"
    reghdfe depvar var1 var2 va3,absorb(`controls' county year)
    estimates store model1
    estfe model1,labels(county "County FE" year "Year FE")
    esttab model1,indicate(`r(indicate_fe)')
    In this case, How do I indicate the controls as a whole? Otherwise every variable in the controls will be indicated separately, which will make the table quite redundant. Thanks!

  • #2
    Sergio Correia Hi Sergio, would you please share some advice? Thanks!

    Comment


    • #3
      Well you cannot absorb controls as they shouldn't go in absorb but in the main regression.. you need to do "reghdfe depvar y x1 x2 .. apple banana .. absorb(county year)"

      Comment


      • #4
        Originally posted by Sergio Correia View Post
        Well you cannot absorb controls as they shouldn't go in absorb but in the main regression.. you need to do "reghdfe depvar y x1 x2 .. apple banana .. absorb(county year)"
        Thanks for responding! So apple banana here is a bunch of unimportant categorical control variables, I can leave them out in the main regression, but since I wouldn't want to report their statistics in the results so I guess it might be better to just absorb them.

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