Indicate fixed effects in esttab when fixed effects were absorbed

[Christian Fischer]

Dear all, kind of similar to a question posed some years ago but no one ever answered it. I want to indicate whether fixed effects are in the model, but I absorbed the fixed effects instead of creating dummies. areg attendmeeting prevalence_mean0009 age age2 male rural job i.livingconditions i.schooling i.religion i.ethnicity, vce (cluster REGION) a(country_alpha) estimates store attendmeeting estout attendmeeting esttab attendmeeting, se ar2 indicate("Ethnicity FEs = *ethnicity" "Religion FEs=*religion" "Individual Controls =*age *age2 *male *rural *job *livingconditions *schooling") The table will show a row with "Ethnicity FEs" "Religion FEs" and "Individual Controls" I want it to show another row for country fixed effects where it display "Yes". Can I get this in a way similar to indicate(identifier=*variable), and if so, how can I do it? If not, how do get to display that row? Cheers, Chris

[Nils Enevoldsen]

I use Sergio Correia's estfe for this. It's part of the reghdfe bundle. It's not super well documented, but it does what you need. Basically you run estfe with some options after your areg, followed by passing the indicate(`r(indicate_fe)') option to esttab. You'll need to install reghdfe and erepost.

See the ado file for examples.

Like so:

sysuse auto, clear
est clear
areg price weight length i.rep78, a(foreign)
estimates store est1
estfe est1, labels(foreign "Absorbed var FE")
esttab est1, se ar2 indicate("Repair FEs = *rep78" `r(indicate_fe)')

[Arthur Morris]

Since Nils answered this originally Sergio has added more documentation of estfe to the documentation on his site.