Reply To: Nested regression with reghdfe

Hello Mingming Ji
Thanks for reporting this. I have added this command to asdocx now. Please update it and try.

asdocx_update
webuse nlswork
asdocx reghdfe ln_w grade age ttl_exp tenure not_smsa south , absorb(idcode year) nest replace 
asdocx reghdfe ln_w grade age ttl_exp tenure not_smsa  , absorb(idcode year) nest


                           Table: Regression results
  0 |1                                      2                   3 
----+-----------------------------------------------------------------------------
  1 |                                     (1)                 (2) 
----+-----------------------------------------------------------------------------
  2 |                                    ln_w                ln_w 
  3 |grade                                                        
  4 |                                                             
  5 |age                                0.011               0.011 
  6 |                                  (0.01)              (0.01) 
  7 |ttl_exp                         0.032***            0.032*** 
  8 |                                 (0.002)             (0.002) 
  9 |tenure                           0.01***            0.011*** 
 10 |                                 (0.001)             (0.001) 
 11 |not_smsa                       -0.091***           -0.096*** 
 12 |                                  (0.01)              (0.01) 
 13 |south                          -0.064***                     
 14 |                                 (0.011)                     
 15 |_cons                           1.162***            1.144*** 
 16 |                                 (0.291)             (0.291) 
 17 |Observations                       27541               27541 
 18 |R-squared                          0.676               0.676 
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