Felix Holub

Besides the speed-up, will the update be able to include an exposure variable?

Thanks for the explanation Sergio. It's nothing urgent, just something that I stumble upon every once in a while. Maybe I can use your hint to practice my Stata coding;-)...

It's a good question and I have no answer. For a Wald test in which you force all your few thousand fixed effects to zero, you need an estimate of...

I just read this tweet by Jeff Wooldridge and remembered this issue. https://mobile.twitter.com/jmwooldridge/status/1551768919194669062 He suggests to test for the fixed effects by running a regression that includes the unit specific...