reghdfe with parallel option in STATA SE

[Filippo Santi]

Hi everyone,

I'm using reghdfe with the parallel option. I installed all dependencies (such as parallel_map) but I keep getting the following error message which clearly states that in order to run in parallel, reghdfe still calls the set processor command which only works on STATA MP, despite the requirement to install parallel

I post below both the call and the output I get (only the first part, but it is enough to multiply it by 6 to get the full sense...). My question is: am I missing something? in theory, parallel should allow to work even in STATA SE, and it seems to work for me, so the problem is limeted to the reghdfe commend. Sergio Correia, forgive me for tagging you here.

For reference: my dataset is an unbalanced panel defined at firm-destination-product-year level, with roughly 103 million observations. I know that for the problem at stake I should be using ppmlhdfe, but I tried using it and could not get an estimate after 48 hours plus running, so I am resorting to reghdfe to get a sense of what's going on, before refining the analysis.

parallel initialize 6, f

. N Child processes: 6
. Stata dir:   /Applications/Stata old/StataSE.app/Contents/MacOS/stata-se

reghdfe ln_exp_val_0 ln_distw_a ln_tariff_pref contig comcol comlang_off, absorb(firm_fe#year#product_fe dest_fe#year#product_fe origin_fe#dest_fe) vce(cluster firm_fe#dest_fe) parallel(6)
(dropped 2.93e+07 singleton observations)

. do /var/folders/ry/7djjn24d3d90866qd4kz4tp80000gn/T/PARALLEL_717291976/parallel_code.do 1 

. * ===========================================================================
. * Parallel do-file
. * ===========================================================================
.         cap noi cls
command cls is unrecognized

.         args task_id

.         clear all

. 
. 
. // --------------------------------------------------------------------------
. // Programs
. // --------------------------------------------------------------------------
. 
. 
.         
. capture program drop ViewInfo

. program define ViewInfo
  1.         args caller_id
  2.         loc flavor = cond(c(MP), "MP", cond(c(SE), "SE", c(flavor)))
  3.         loc column 16
  4.         di as text "{hline 64}"
  5.         di as text `"Date      {col `column'}: `c(current_date)' - `c(curr
> ent_time)'"'
  6.         di as text `"Stata     {col `column'}: `c(stata_version)' `flavor'
>  x`c(bit)' (build `c(born_date)')"'
  7.         di as text `"System    {col `column'}: `c(os)' `c(osdtl)' `c(machi
> ne_type)'"'
  8.         di as text `"Host      {col `column'}: `c(hostname)' (user: `c(use
> rname)')"'
  9.         di as text `"Caller ID {col `column'}: `caller_id'"'
 10.         di as text `"Task   ID {col `column'}: ${padded_task_id}"'
 11.         di as text ""
 12.         di as text "Folders:"
 13.         di as text `" - Temp     {col `column'}: `c(tmpdir)'"'
 14.         di as text `" - Parallel {col `column'}: ${parallel_dir}"'
 15.         di as text `" - Working  {col `column'}: `c(pwd)'"'
 16.         di as text "{hline 64}"
 17. end

. 
. 
. // --------------------------------------------------------------------------
. // Main code
. // --------------------------------------------------------------------------
. 
.         * Setup parallel instance
.         cap noi set processors 1
set processors allowed only with Stata/MP.

.         cd /Users/filippo/Library/Application Support/Stata/ado/plus/p
invalid syntax
r(198);

end of do-file

r(198);