Which F statistic is generated in felm (R) and why does it differ from STATA (ivreghdfe)

I'm running 2sls and making sure that my results replicate in both stata and r. In r, using felm, my code is:

a1 <- felm(y ~ 0|year + id | (x ~ z1 +  z2 + z3)|cluster, data = db)
summary(a1\$stage1)


In STATA, using ivreghdfe, my code is:  ivreghdfe y (x = z1 z2 z3), absorb(id year) cluster(cluster) first

The coefficients and standard errors generated by the code look the same in both approaches, but the two commands give me different F statistics, even while assuming the same degrees of freedom. ivreghdfe provides much more detail on which F statistics are being calculated and provides a number of ways to test instrument strength, but none of them correspond to the F statistic reported by R (neither the "projected model" or "full model"). My question is twofold: What test does the FELM F Statistic correspond to, and why does it differ from the statistics reported by STATA?

• You might add the cmethod = 'reghdfe' option to the felm. – Dimitriy V. Masterov Aug 28 '20 at 20:16
• Also, make sure that you have the latest version of both commands. – Dimitriy V. Masterov Aug 28 '20 at 20:24