[Carlo Lazzaro]

Jana:
1) I'm not familiar withnthe community-contributed -logitfe-, too. Skimmming through the help file is the only option, thiough;
2) -reghdfe- results makes sense, as singletons are ruled out from regression (thats's why you get 31,758 vs 43,003 investors). The real advantage of -reghdfe- is that you can add (and retrieve, with the available options) many fixed effects.

[Jana He]

Could maybe someone help me who knows how to implement probitfe oder logitfe? I found this paper which explains the two commands: https://journals.sagepub.com/doi/pdf...867X1701700301 . But I still do not really know how to apply it to my data.