Calculating only year and months-fixed effects and excluding individual fixed effects

[Viktoriia Bon]

xi: xtivreg2 father_childcare         fage fage2 i.fmonth i.syear (fretired = fdisc60)                 if fage>=50 & fage<=70, fe partial(i.fmonth i.syear) cluster(fid)

Hello! I am new to Stata. I am using fuzzy RD to investigate the effect of father's retirement on his time spent on childcare of his grandkids. I found this code for the second stage where fixed effects are used. I am not sure how to exclude individual fixed-effects and use only time-fixed effects.
Thank you!

[Andrew Musau]

Install ivreghdfe from SSC and absorb only the time indicators.

ssc install ivreghdfe
help ivreghdfe

[Paola Jaimes]

When I use i.year for I get the error: factor-variable operators not allowed. Why don't you got it?

xtset mun_code year

xtivreg2 displacement i.year (concessions=gold_anomalies), fe cluster (department) first

Thanks!

[Carlo Lazzaro]

Paola:
welcome to this forum.
It may be that the community-contributed command (as you kindly requested to detail, as per FAQ) -xtivreg2-, does not support -fvvarlist- notation.
Prefixing your code with -xi:- (like in #1) shouLd do the trick.

[Joro Kolev]

Another way is to manually create the dummies

tab year, gen(yr)