How to capture the coefficients of fixed effects

[Mathew Jin]

Dear all!
I am currently doing a study on audit team style, and I want to capture the impact of the team on the audit program through multiple fixed effects. one audit program is be called assess .
My STATA code is reghdfe ASSESS CONTROL, absorb(industry Year team) vce(cluster STKCD)
The literature I drew from is
Audit Outcomes/Audit Fees = X + ∑ Year + ∑ Client + ∑ Firm+ ∑ Team + ∑ Individual auditor + εit
So how can i use stata to capture the coefficient of team FIXED effect ?and gen a new_variable which use the coefficient of team fixed effect
and i don`t know my regression model and stata code is correct or not ,it is so hard for me
Have a good day!

[George Ford]

sysuse auto, clear
reghdfe mpg price weight, absorb(ferep89 = rep78)

From help file:
"However, be aware that estimates for the fixed effects are generally inconsistent and not econometrically identified."

[George Ford]

IF you want them all

reghdfe mpg price weight, absorb(rep78 foreign, savefe)

[Mathew Jin]

sysuse auto, clear
reghdfe mpg price weight, absorb(ferep89 = rep78)

From help file:
"However, be aware that estimates for the fixed effects are generally inconsistent and not econometrically identified."

THANK U very very much ! i also use this code ,but my worry is this code whether include Year fixed effect and industry fixed effect ,and how to add the vce(cluster stkcd) or whether i should add it .
Have a good day!

[George Ford]

If the coefficients on team are of interest, then I'd estimate them directly.

sysuse auto, clear

g FE = .
reg mpg price bn.rep78 , nocons
forv i = 1/5 {
    replace FE = _b[`i'.rep78] if rep78==`i'
}

Or just use reghdfe and absorb, if the properties of the FE are not of great concern.

reghdfe ASSESS CONTROL, absorb(industry Year teamfe = team) cluster(STKCD)
 g newvar = teamfe + whatever

I have no idea what STCKD is, so can't say much about the cluster. But read this:

https://blogs.worldbank.org/en/impactevaluations/when-should-you-cluster-standard-errors-new-wisdom-econometrics-oracle