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  • Bootstrap with 2 way fixed effects in panel data using reghdfe

    Dear Statalist,

    I am estimating a model of House Price shocks on divorce rates. I am using the reghdfe command with county and time fixed effects, and clustering standard errors at the county level

    Code:
    reghdfe divorce_rate HPShock female_labourforce unemployment_rate degree under10 over45hours white weekly_pay, absorb(county time) vce(cluster county)
    I want to run a bootstrap because my main variable of interest, House price shock, is by nature a constructed estimate. Although, I know that reghdfe only currently support bootstrap with one way fixed effects.

    Does anyone know of a way to work around this?

    Best,
    Jamie
    Last edited by Jamie Saunders; 27 Feb 2020, 08:50.
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