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Could we implement -margins- after running -reghdfe-? #269

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jamielaiwang opened this issue May 19, 2023 · 0 comments
Open

Could we implement -margins- after running -reghdfe-? #269

jamielaiwang opened this issue May 19, 2023 · 0 comments

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@jamielaiwang
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When I read the help file of -reghdfe- in Stata, it states that:

Missing Features

(If you are interested in discussing these or others, feel free to contact me)



Code, long term:

   -   The interaction with cont vars (i.a#c.b) may suffer from numerical accuracy issues, as we are dividing by a sum of squares
   -   Calculate exact DoF adjustment for 3+ HDFEs (note: not a problem with cluster VCE when one FE is nested within the cluster)
   -   More postestimation commands (lincom? margins?)

However, looks to me we can run -margins- after running -reghdfe-. Could you tell me whether you suggest using -margins- after running -reghdfe- or not? If the results of -margins- reliable? Thank you

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