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What is the best model for this case?

Multi-Collinearity Problem A major problem you have here, and what I assume the collinearity problem arises from, is that you have two dummy variables that essentially are the same thing. Throwing ...
Shawn Hemelstrand's user avatar
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Understanding differences in collinearity across Stata commands

reghdfe is different because, by default, it tries to deal with collinearity. I don't have Stata, but a little Googling found pages about this. It should be in the documentation for the program. The ...
Peter Flom's user avatar
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