sergiocorreia / ivreghdfe

Run IV/2SLS with many levels of fixed effects (i.e. ivreg2+reghdfe)
MIT License
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last estimates not found r(301) when adding absorb() #54

Open TillDei opened 7 months ago

TillDei commented 7 months ago

I want to use the ivreghdfe command and it works when I use this command without specification. When I cluster it it also works. However, as soon as I want to include absorb() the error them r(301) pops up. I use everything correct and cannot explain why the code is not working when I want to absorb

floriancaro commented 6 months ago

Try re-installing all the required packages from GitHub, worked for me.

* Install ftools (remove program if it existed previously)
cap ado uninstall ftools
net install ftools, from("https://raw.githubusercontent.com/sergiocorreia/ftools/master/src/")

* Install reghdfe
cap ado uninstall reghdfe
net install reghdfe, from("https://raw.githubusercontent.com/sergiocorreia/reghdfe/master/src/")

* Install ivreg2, the core package
cap ado uninstall ivreg2
ssc install ivreg2

* Finally, install this package
cap ado uninstall ivreghdfe
net install ivreghdfe, from(https://raw.githubusercontent.com/sergiocorreia/ivreghdfe/master/src/)
JUJU-Boy commented 5 months ago

I have the same problem, because when I execute net install ftools command, it shows host not found, so I use “ssc install” to install, the result of the two installation methods should be the same. But it still shows: ivreghdfe price weight (length=gear), absorb(rep78, tol(1e-6)) last estimates not found

JUJU-Boy commented 5 months ago

My guess is that the ivreghdfe instruction makes an error when calling the external command ivreg2. The error may be that the parameters related to the model results are wrong when passing, or more seriously, almost no other external commands are called. Therefore, it is recommended to internalize the external instructions and make the ivreghdfe instruction more independent. This can be done without calling an external command.

sergiocorreia commented 5 months ago

Hi @JUJU-Boy

SSC often has the older version so it''s best to install from Github.

I just tested the instructions listed here and they work:

cap ado uninstall ftools
net install ftools, from(https://github.com/sergiocorreia/ftools/raw/master/src/)

Best, S