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Multiple Fixed Effects - Regression by group

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Dear Stata Community,

I'm really enjoying Sergio Correia's reghdfe, it is awesome and helped me a lot! I have a question regarding how to use it. Is it possible to do something like the following?

by GroupVariable: reghdfe Tax TobinsQ ControlVariables, absorb(Year Industry Country)

(GroupVariable is a binary variable indicating above and below mean performers)

Kind regards

Johannes

--
Research Assistant
Julius-Maximilians-Universität Würzburg
Department of Business Taxation
Sanderring 2
97070 Würzburg
Room 322
+49 931 - 31 83124
johannes.manthey@uni-wuerzburg.de

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