我的理解:
regife Y X , a(id year) f(id year,1) vce(cluster id),ID层面聚类稳健标准误,一维交互固定效应
稳健标准误是vce(r);保留残差项是residuals(newvar)
help之后的option:vce(vcetype[, opt]) vcetype} is unadjusted/ols (default), robust, bootrap or cluster clustervars. Monte carlo evidence suggests that bootstrap performs better in finite sample
具体参考连玉君老师的文章:
https://www.lianxh.cn/news/c96db291f9189.html