{smcl} {* *! version 1.0.0 07jul2018}{...} {vieweralsosee "ivreg" "help ivreg2"}{...} {vieweralsosee "reghdfe" "help reghdfe"}{...} {vieweralsosee "ftools" "help ftools"}{...} {vieweralsosee "[R] ivregress" "help ivregress"}{...} {vieweralsosee "" "--"}{...} {title:Title} {p2colset 5 18 20 2}{...} {p2col :{cmd:ivreghdfe} {hline 2}}Extended instrumental variable regressions with multiple levels of fixed effects{p_end} {p2colreset}{...} {marker syntax}{...} {title:Syntax} {pstd} {cmd:ivreghdfe} is essentially {help ivreg2} with an additional {help reghdfe##options:absorb()} option from {cmd:reghdfe}. See the links above for the detailed help files of each program. {pstd} To use {cmd:ivreghdfe}, you must have installed three packages: {cmd: ftools}, {cmd: reghdfe}, and {cmd: ivreg2} (see the {browse "https://github.com/sergiocorreia/ivreghdfe#installation":online guide}). {pstd} You can also pass additional optimization options to reghdfe, as suboptions within {opt absorb()}: {phang2}{stata sysuse auto}{p_end} {phang2}{stata ivreghdfe price weight (length=gear), absorb(rep78, tol(1e-6))}{p_end} {phang2}{stata ivreghdfe price weight (length=gear), absorb(rep78, accel(none))}{p_end} {title:Citation} Please cite the ivreg2 and/or reghdfe commands directly: {phang}Baum, C.F., Schaffer, M.E., Stillman, S. 2010. ivreg2: Stata module for extended instrumental variables/2SLS, GMM and AC/HAC, LIML and k-class regression. {browse "http://ideas.repec.org/c/boc/bocode/s425401.html":http://ideas.repec.org/c/boc/bocode/s425401.html}{p_end} {phang}Correia, Sergio. 2017. Linear Models with High-Dimensional Fixed Effects: An Efficient and Feasible Estimator (Working Paper) {browse "https://github.com/sergiocorreia/reghdfe/#citation":https://github.com/sergiocorreia/reghdfe/#citation}{p_end} {title:Feedback} For any issues or suggestions, please see the {browse "https://github.com/sergiocorreia/ivreghdfe":Github} website, including the {browse "https://github.com/sergiocorreia/ivreghdfe/issues":issue tracker}. {title:ivreg2 Authors} Christopher F Baum, Boston College, USA baum@bc.edu Mark E Schaffer, Heriot-Watt University, UK m.e.schaffer@hw.ac.uk Steven Stillman, Motu Economic and Public Policy Research stillman@motu.org.nz {title:reghdfe Author} {pstd}Sergio Correia{break} Board of Governors of the Federal Reserve{break} Email: {browse "mailto:sergio.correia@gmail.com":sergio.correia@gmail.com} {p_end}