Implementation of DCdensity

[Joshua Smith]

Dear All,

I'm an user of Stata 14 and I need to run a Mc Cray (2008) test. To do so, I would like to use the DCdensity command as explained here: https://eml.berkeley.edu/~jmccrary/DCdensity/ I put the ado file in my ado Stata folder and then run the code, exactly as in the DCdensity_example.do

Specifically, I run

set obs 10000
gen Z=invnorm(uniform())
DCdensity Z, breakpoint(0) generate(Xj Yj r0 fhat se_fhat) graphname(DCdensity_example.eps)

and I get this error message

option / required
r(198);

Does anyone know why and how can I solve this issue?

Thanks a lot!

[Nick Cox]

Cross-posted at https://stackoverflow.com/questions/...mmand-in-stata by "Joshua Mollner". (presumably that's you, or you're him, somehow). Please note our longstanding request to tell us about cross-posting.

I don't have access to Stata 14, but I downloaded the code, changed the name inside and out to dcdensity (in my experience using upper case in Stata command names is never necessary and occasionally troublesome).

In Stata 17 I ran

clear
set obs 10000
set seed 2803
gen Z = rnormal(0, 1)
dcdensity Z, breakpoint(0) generate(Xj Yj r0 fhat se_fhat) graphname(DCdensity_example.eps)

which should work in Stata 14 too. The code executed without error, so I cannot reproduce the problem.