command reghdfe and xtreg

[Lucas Wang]

Hi,

I want to do a fixed effects regression using a firm-level panel dataset. Are the command "xtreg $varlist i.time, fe" same as the command "reghdfe $varlist i.time i.id"?

Thanks

[Maxence Morlet]

http://scorreia.com/software/reghdfe/

Sergio Correia explains it better than I do

[George Ford]

reghdfe $varlist, absorb(time id) cluster(id)