observation issue reghdfe

[Sabine Dicks]

For an assignment we need to do a difference in difference regression. One with year fixed effects, and one with year- and firm fixed effects.
We got the following output (see photo's). The number of observations for both regressions is different though. According to our professor this is a problem we need to solve. We have tried solving it by using areg, but here we cannot absorb both fyear and firm fixed effects. Also, we tried to use xtreg but here we get so many fixed controlls that stata cannot process it. Also, we used the 'quietly' command, but then we only get the estimates as output and not the entire table.

Does someone know how to solve this?

[Carlo Lazzaro]

Sabine:
please see https://www.statalist.org/forums/help#adviceextras #4.
That said, there are other Stata commands that support what you're after (-didregress-; -xtdidregress-).