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sergiocorreia / ivreghdfe

Run IV/2SLS with many levels of fixed effects (i.e. ivreg2+reghdfe)
MIT License
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How to report the coefficient of the constant in ivreghdfe? #34

Open leeway28 opened 2 years ago

leeway28 commented 2 years ago

I note that ivreghdfe automatically partial out the constant. How can I report the coefficient of the constant in ivreghdfe?

sergiocorreia commented 2 years ago

Sadly there's no easy way to report it, and I never had the need to do so. You could compute the fixed effects and then take their average, but that will only give you the point estimate and not the SE though (but of course, I can't think of a single reason for why you would care about the SE of the constant).

Best, S

leeway28 commented 2 years ago

I see. Thank you very much for the reply!

Best regards, W