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  • rwolf2 and reghdfe : invalid absorb error

    Dear all,

    I am not familiar with the command rwolf2 that I need to calculate the Romano-Wolf pvalues.

    I need to get the Romano-Wolf pvalues for a fixed effect regression performed using the option vce(cluster var1).

    How can I make sure that the same level of clustering is taken into account when using the command rwolf2?
    I can't understand which is the corresponding option.

    current regression:
    reghdfe right_votsh trend var1 var2 var2 ///
    , absorb(constituency) vce(cluster constituency)

    rwolf2 pvalues:
    rwolf2 (reghdfe right_votsh trend var1 var2 var2 ///
    , absorb(constituency) ???? )
    indepvars(trend var1 var2 var2)


    Can anyone help with this issue?

    Many thanks!!
    Last edited by Lorenzo Bombino; 04 Jun 2023, 09:34. Reason: I solved the first issue with the absorb option (there was a mistake in the syntax) but a new issue arised
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