I know this is not an urgent matter, but the use of high-dimensional fixed effects, which often involves more than three dimensions, to control for unobservable heterogeneity is becoming more popular.
To this end, I wanted to suggest extending current add(), which is often used to indicate fixed effects used, beyond three dimensions which is currently supported. I fully understand this is not the first order request by other users, but may come in handy for some.
Thank you!
