Dear all,
I am having a panel data where I am trying to instrument on a bunch of dummies and categorical, among others. The number of dummies and categorical is large!.
My problem is:
If var1 is a 0/1 indicator, then var1*var1 = var1 because 0*0=0 and 1*1=1
How do I solve this?
I use ivreghdfe for the estimation with Driscoll-Kraay AR(1) errors
How do I solve that issue?
I am having a panel data where I am trying to instrument on a bunch of dummies and categorical, among others. The number of dummies and categorical is large!.
My problem is:
If var1 is a 0/1 indicator, then var1*var1 = var1 because 0*0=0 and 1*1=1
How do I solve this?
I use ivreghdfe for the estimation with Driscoll-Kraay AR(1) errors
How do I solve that issue?
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