? = number of redundant parameters may be higher

[Hualin Chl]

I used the command "reghdfe", and when i absorb three different fixed effect, stata told me "? = number of redundant parameters may be higher", i never see this before and totally dont know why this happened. Does this mean that my fixed effect is not correct?

[FernandoRios]

Recall that when using sets of dummies you need to omit 1 (baseline) with more fix effects sets you also need to drop one (base) but some times you may need to drop more of there are subgroups across fix effect sets
identifying this is not easy with more than 2 sets of fixed effects
it basically means th degrees of freedom correction is slightly off
it will have a minor impact on your results
unleas your sample is small

[Hualin Chl]

Recall that when using sets of dummies you need to omit 1 (baseline) with more fix effects sets you also need to drop one (base) but some times you may need to drop more of there are subgroups across fix effect sets
identifying this is not easy with more than 2 sets of fixed effects
it basically means th degrees of freedom correction is slightly off
it will have a minor impact on your results
unleas your sample is small

thanks for ur response. so i guess it's ok for my result because my sample is not small. much thanks.