sergiocorreia / reghdfe

Linear, IV and GMM Regressions With Any Number of Fixed Effects
http://scorreia.com/software/reghdfe/
MIT License
214 stars 56 forks source link

SEs #246

Open Lamahahm opened 2 years ago

Lamahahm commented 2 years ago

Before submitting the bug report

  1. Verify that you are using the latest versions of reghdfe and ftools (which reghdfe). Note that the latest version is usually on Github and not on SSC.
  2. Verify that your Stata is updated (update query).

Bug report

Please complete the following information:

Behavior

. reghdfe price weight length, absorb(foreign#)
nothing found where name expected
                 stata():  3598  Stata returned error
         fixed_effects():     -  function returned error
                 <istmt>:     -  function returned error
r(3598);

Steps to reproduce the problem

If possible, please provide a MWE so I can reproduce the problem.

Lamahahm commented 2 years ago

for github.xlsx Stata version: [ Stata 17.0 15feb2022] OS: [Windows 10]

I use the command reghdfe with the noabsorb option. The result when I do two-way clustering or only one is the same. Is it normal?

reghdfe ratio i.quart_Phys i.quart_phar i.quart_dent i.Hospil i.ER i.Nurse i.psychiatric i.specialist i.Dentists i.other_cre_provider i.drug_n duration_over_36 duration_24_36 i.region_code1 Hawaii i.RUCC_2013 incm_150_200 incm_ovr_200 BlackP AsianP HissP AmericAnd_pacific i.Year,noabsorb cluster(id)

reghdfe ratio i.quart_Phys i.quart_phar i.quart_dent i.Hosptl i.ER i.Nurse i.psychiatric i.specialist i.Dentists i.other_care_provider i.drug_n duration_over_36 duration_24_36 i.region_code1 Hawaii i.RUCC_2013 incm_150_200 incm_ovr_200 BlackP AsianP HissP AmericAnd_pacific i.Year,noabsorb cluster(Prscrbrtype)

Screen Shot 2022-03-11 at 8 41 47 PM

I attached an example of my data; I have 300,000; I only attached 100.

Thank you,