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sergiocorreia / ivreghdfe

Run IV/2SLS with many levels of fixed effects (i.e. ivreg2+reghdfe)
MIT License
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Error with saving residuals #20

Open yfeyman opened 5 years ago

yfeyman commented 5 years ago

I'm running ivreghdfe with 3 fixed effects and trying to save the residuals.

The residuals are saved but I get an error that says "command reghdfe_store_alphas is unrecognized"

I've tried uninstalling everything (ftools, reghdfe, ivreghdfe) and reinstalling from github to no avail.

I can save residuals from reghdfe without a problem. This seems to be related to line 2285 in the ivreghdfe.ado file where it references that command.

angelaywu commented 5 years ago

Thank you @sergiocorreia for updating. However I encounter a new problem with the current version.

. sysuse auto, clear
(1978 Automobile Data)

. ivreghdfe price weight, absorb(trunk, resid(myresidname))
(dropped 5 singleton observations)
(MWFE estimator converged in 1 iterations)
last estimates not found
r(301);

The version I have is:

. which ivreghdfe

*! ivreghdfe 1.0.1  17jun2019
*! this just adds absorb() to this code:
*! ivreg2 4.1.10  9Feb2016
*! authors cfb & mes
*! see end of file for version comments

Thank you for your time!