"nested" option in synth.ado

[Cruz Echevarria]

Dear Stata users,

I would really appreciate any help on the following. I'm encountering problems when running the synth.ado routine downloaded from Professor Hainmueller's web page and which which is used to implement the synthetic control method as described in Abadie and Gardeazabal (2003), Abadie, Diamond, and Hainmueller (2010), and Abadie, Diamond, and Hainmueller (2013).

The problem: I am using Stata 13.1 on a Windows 7 machine, and whenever I want to include the option "nested" as an attempt to replciate the results in Abadie, Diamond, and Hainmueller (2010), I get the following error message:

Nested optimization requested
Starting nested optimization module
__000018 not found
r(111);

For instance, the following command works:

synth cigsale
      lnincome(1980(1)1988)
      age15to24(1980(1)1988)
      retprice(1980(1)1988)
      beer(1984(1)1988)
      cigsale(1988) cigsale(1980) cigsale(1975),
      trunit(3) trperiod(1989);

But the following does not:

synth cigsale
      lnincome(1980(1)1988)
      age15to24(1980(1)1988)
      retprice(1980(1)1988)
      beer(1984(1)1988)
      cigsale(1988) cigsale(1980) cigsale(1975),
      trunit(3) trperiod(1989)
      nested;

Does anybody know what I am doing wrong? Thanks in advance.

Regards,
Cruz

[Phil Bromiley]

While you've done a nice job with code delimiters etc., it is quite possible that no one on the list really uses this routine.

If you've done everything the web site recommends in the FAQ, you might want to ask the author.

[Cruz Echevarria]

Dear Mr. Phil Bromiley,
Thanks a lot for your immediate feed-back! I agree with you and, actually, this is what I first did, but I have not received any response yet. By the way, if you look for "synth" in the forum, you will find many questions about this routine.
Regards, and thanks again,
Cruz

[Luiza Andrade]

Dear Cruz,

Did you ever find a solution to this problem? I've been having the same issue.

Thanks,
Luiza