If this option is triggered, you will see the message “fixed effect nested within cluster treated as redundant for DoF computation” in the second output table of reghdfe. state but will not use the number of counties when computing the absorbed degrees of freedom. Whenever this happens, reghdfe will avoid applying a double penalty to the standard errors: it will continue to cluster by e.g. For instance, if we have state–clustered standard errors and county–level fixed effects, or with clustering by year and monthly fixed effects. ) and in absorb(.) or-more generally-if a cluster variable is coarser than a fixed effect variable. What does “fixed effect nested within cluster” means?Ī fixed effect is “nested within cluster” if the same variable is used in vce(cluster. In my model the number of FEs varies by observation.How can I combine reghdfe with esttab or estout?.Why are there four R2s? Which one should I use?.Can I compute the transformations only once? I want to repeat a regression with different outcome variables.Can I absorb the fixed effects formed by the combination of two variables?.Can I use reghdfe with multi-way clustering but without fixed effects?. ![]() What does “fixed effect nested within cluster” means?.Index Install Quickstart FAQ Cite Help Help+
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