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Re: st: Re: dealing with high dimensional fixed effects

From   Stas Kolenikov <>
Subject   Re: st: Re: dealing with high dimensional fixed effects
Date   Sat, 2 Jul 2011 00:58:00 +0200

For what I understood today's "Report to users" presentation at German
Stata User Group meeting, -xtreg- is going to support pweights in
Stata 12. (It would be nice if this could be confirmed by Stata Corp
folks though.)

On Fri, Jul 1, 2011 at 4:25 PM, priyanka <> wrote:
> 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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Stas Kolenikov, also found at
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