Retrieving the fixed effects coefficients from ivreghdfe command

[kamalesh pahurkar]

I'm using a "ivreghdfe" command for estimation with absorbed fixed effects, but I want to save the coefficients of fixed effects. Is it possible to get the fixed effects of absorbed variables using ivreghdfe command. I know, I can use "ivreg2" with i. operator, but the number of fixed effects is huge and so the limit of max variables is getting crossed. Is there any way to solve this problem?

[Andrew Musau]

In \(N>>T\) panels, the fixed effects are not estimated consistently. But you may look at the documentation of reghdfe on how to save the fixed effects as variables. It's something like:

ivreghdfe ... , absorb(FE1=absorbvar1 FE2=absorbvar2 ...)

Note that ivreghdfe is from https://github.com/sergiocorreia/ivreghdfe (FAQ Advice #12).

[kamalesh pahurkar]

Thank you. Just to clarify, I'm getting missing fixed effect coefficients for some observations, is there any specific reason?