Compare model fit (AIC) after reghdfe

[Tom Ford]

Hello I am running two nested models using reghdfe, and I would like to compare model fit the two models are the following

*m1
reghdfe y x, absorb(unit_fe time_fe) cluster(unit_fe)

*m2
reghdfe y x, absorb(unit_fe time_fe partner_fe) cluster(unit_fe)

I tried calculating these by hand but using this command only generates missing values `gen aic1 = -2*e(ll) + 2*e(k)`

Am I doing something wrong? Do you have any suggestions on how to compare model fit using reghdfe?

thanks a lot for your help

[George Ford]

estat ic

after your run the model.

sysuse auto, clear

reghdfe price mpg weight turn, absorb(rep78) cluster(rep78)
estat ic
di 2*(e(df_m)+1)-2*e(ll)

reghdfe price mpg weight, absorb(rep78 foreign) cluster(rep78)
estat ic
di 2*(e(df_m)+1)-2*e(ll)

[Tom Ford]

Thank you this is amazing!