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st: Re: dealing with high dimensional fixed effects


From   priyanka <[email protected]>
To   [email protected]
Subject   st: Re: dealing with high dimensional fixed effects
Date   Fri, 1 Jul 2011 07:25:24 -0700 (PDT)

I am having a similar problem in that I am running an OLS regression with 2
high-dimensional fixed effects, but would like to weight my analysis using
pweights and cluster my standard errors. Does anybody know how to estimate
this? It appears that a2reg and reg2hdfe do not allow for weights. 

Thank you!

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