Hi all, The following code sometimes works, and sometimes gives the attached error (the dataset may vary a little from time to time, but hard to believe they caused the error, and it's a large dataset). It's a bit puzzling as we have tried all the suggested things we found (nodrop option, rclass, drop generated variables). If anyone has any suggestion what may have gone wrong, please share! Thank you.
set emptycells drop
cap drop y_*
bootstrap, reps(100) nodrop: two_step, depvar(az_ges) //az_ges is variable “no. of all employees”
capture program drop two_step
program define two_step, rclass
syntax , * ///
depvar(str) ///
capture drop y_res
capture drop y_d
capture drop y_d_oos
*Step 1.i
reghdfe `depvar' if yrsince < 0, absorb(betnr) resid
*Step 1.ii
predict y_d, d
*Step 1.iii
bysort betnr (yrsince): egen y_d_oos = mean(y_d)
*Step 1.iv
gen y_res = `depvar' - y_d_oos
*Step 2
reg y_res _DTreatyrsince* _Dyrsince*
end
Attached Files
