Standard Errors for Absorbed Fixed Effects

[uguraytun]

Dear Stata community,
I would like to ask a question on high definition fixed effect estimation. I am estimating a gravity model using reghdfe command and have a lot of absorbed fixed effects as expected. I need to get fixed effects that are absorbed in estimation. The command gives me estimated fixed effects easily but I need to know their standard errors. Do you know to obtain them? Correia said me that there is no easy way to get it. If you know a way and share with me, I would be so appreciated.

Best,
Ugur.

[George Ford]

I beleve reghdfe (or xtreg) pretreats the data by substracting the mean for the groups. thus, there's a FE but no se. The benefit of this approach is that there's no coefficient estimate and that saves df.

From the paper: "One obvious simplification is to sweep out one of the fixed effects by subtracting the group mean from all variables."

https://journals.sagepub.com/doi/pdf/10.1177/1536867X1101000406

[uguraytun]

I beleve reghdfe (or xtreg) pretreats the data by substracting the mean for the groups. thus, there's a FE but no se. The benefit of this approach is that there's no coefficient estimate and that saves df.

From the paper: "One obvious simplification is to sweep out one of the fixed effects by subtracting the group mean from all variables."

https://journals.sagepub.com/doi/pdf/10.1177/1536867X1101000406

Dear George,
Thank your for your quick response. So do you have any idea to estimate so many coefficients and get their standard errors??
Ugur.

[George Ford]

reg y x i.fe