hdfe

[friosavila]

HI Sergio As I was commenting to you at the StataConference, I was wondering if you could modify hdfe to avoid problems when using it with interactions and long variable names. Specifically, say I do hdfe y c.xxxxxxxxxxx#c.zzzzzzzzzzzz, abs(fe) if the combined name c_xxxx_c_zzz is too long, it would create a problem. So perhaps, if a potential variable name is too long, it could create a generic name (_var#) with perhaps the variable combination as label. Thank you Fernando

[sergiocorreia]

Hi Fernando,

I tried the following approach and things worked well:

clear all
cls
set obs 20
gen x1_abcdefghijklmnopqrstuvwxyz = runiform()
gen x2_abcdefghijklmnopqrstuvwxyz = runiform()
gen y = rnormal()

set varabbrev on
reghdfe y c.x1##c.x2

exit

I noticed that you were using hdfe instead of reghdfe. The newer versions of reghdfe (v6+) supercede hdfe and offer better functionality, so maybe that's an alternative? (see help reghdfe_programming)

Best, S

[friosavila]

Thank you! Yes I was using hdfe because I needed to do demeaning step to manipulate and create the vcv for the mmqreg command. However I will see If I can use the newer reghdfe for the same purpose Thank you! Fernando

On Sun, Aug 20, 2023 at 10:42 PM Sergio Correia @.***> wrote:

Hi Fernando,

I tried the following approach and things worked well:

clear all cls set obs 20gen x1_abcdefghijklmnopqrstuvwxyz = runiform()gen x2_abcdefghijklmnopqrstuvwxyz = runiform()gen y = rnormal()

set varabbrev on reghdfe y c.x1##c.x2

exit

I noticed that you were using hdfe instead of reghdfe. The newer versions of reghdfe (v6+) supercede hdfe and offer better functionality, so maybe that's an alternative? (see help reghdfe_programming)

Best, S

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