ivreghdfe reviews and mentions
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IVREGHDFE reporting non-full-rank cov matrix?
So I suspect you have a similar problem to this: https://github.com/sergiocorreia/ivreghdfe/issues/25 I would recommend manually generating year dummies and the year dummy interactions with Z and D. Then you can omit the base level yourself. Maybe good to first use ivregress or something to check that your created variables are equivalent
Stats
Basic ivreghdfe repo stats
1
74
2.6
3 months ago
sergiocorreia/ivreghdfe is an open source project licensed under MIT License which is an OSI approved license.
The primary programming language of ivreghdfe is Stata.
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