poi2hdfe error: unrecognized command: *hdfe

[Said Jafar]

Hello Statalist,

I am having a strange problem with poi2hdfe. When i execute a command such as below, i get an error that hdfe is not recognized command.

 poi2hdfe v lngdp_i lngdp_j, id1(it) id2(jt) cluster(ij)

Total Number of observations used in the regression -> 98058

Starting Estimation of coefficients

unrecognized command:  hdfe
r(199); t=0.80 22:51:06

As you see, hdfe is not a separate command. I have uninstalled and reinstalled poi2hdfe, and reghdfe several times, but still having the problem. Does anyone know hoe to fix this?

Im using Stata 13 MP, with Windows 10.

Regards,
Dias

[Sergio Correia]

Type "ssc install reghdfe"

[Said Jafar]

Dear Sergio,

Thanks for your reply

As i mentioned, i have done it several times, but the problem still persists.

[Sergio Correia]

Not sure why the files didnt download, but you can always get them manually from here:

https://github.com/sergiocorreia/reg...master/package

[Said Jafar]

Dear Sergio,

Thank you for your reply,

I installed another great command written by you, hdfe, and it solved the problem. Thanks for all these commands.

Meanwhile, could you say, do you know any command that we can use to include 3 hd fixed effects in PPML estimations? For gravity estimations, we are required to include 3 fixed effects - pair, importer-time, exporter-time fixed effects. Perhaps more than hundred times i have tried to do it by xtpoisson, but it never, never converged.

Edit: Today is my good day. Just know i found very useful code, ppml_panel_sg. Please let me know if you know any way other than this.

[Felix Holub]

Let me get back to this issue. I receive the same error with the most recent version of reghdfe from GitHub. In the directory, I also cannot locate the hdfe.ado file.

[Said Jafar]

Dear Felix Holub,

I think you need to install hdfe. Type ssc install hdfe and try again.

[Felix Holub]

That one was obious. Thanks