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  • HDFE command for linear model

    Dear all, is anybody using the reghdfe (or similar) command?
    I am able to run the [Poisson] ppmlhdfe, but the similar command for linear models (reghdfe) returns: invalid syntax (error occurred while loading reghdfe.ado).
    Any insight would be greatly appreciated.
    Mihails

  • #2
    try updating reghdfe and ftools.

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    • #3
      Thank you for the suggestion! Stata says "all files already exist and are up to date".

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      • #4
        as per the FAQ (if you haven't read it please do so), you need to show us exactly what you typed and exactly what Stata did in response - please post in CODE blocks to make reading it easier

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        • #5
          ssc install reghdfe, replace

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          • #6
            Thank you! Did not work:
            ssc install reghdfe, replace
            Stata replied:
            checking reghdfe consistency and verifying not already installed...
            all files already exist and are up to date.

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            • #7
              same for ftools?

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              • #8
                provide the specific command that produced the error

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                • #9
                  Yes, same for ftools

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                  • #10
                    The command that produced the error:

                    reghdfe log_rem log_gdppc_ppp_o log_gdppc_ppp_d cstock1000 acq1000 ratio_child_cost if set==1, a(year) vce(cluster pair)

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                    • #11
                      Exact same command works with ppmlhdfe

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                      • #12
                        I have also tried it without the vce option and with absorb(i.year) instead of a(year).

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                        • #13
                          see if the reghdfe.mata file in the directory with reghdfe.ado

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