Issue with ivreghdfe (last estimates not found) in StataNow but no issue with Stata 17

[Matthew Williams]

Hi all,

I am currently facing an issue with -ivreghdfe- command (from SSC). Specifically, Stata returns "last estimates not found" error message when I use StataNow. However, the command works well with Stata 17. Does anyone encounter the similar issue and figure out how to fix it? I have tried to reinstall the command as well as ftools but the issue remains. Do you have any ideas? Sergio Correia

StataNow is on a MacBook Pro M4 and Stata 17 is on a MacBook Air M3.

Thanks.

[Carlo Lazzaro]

Matthew:
as per FAQ could you please share what you typed and what Stata gave you back? Thanks.

[Matthew Williams]

Matthew:
as per FAQ could you please share what you typed and what Stata gave you back? Thanks.

Dear Carlo,

I just go to the help file of the command and run code examples there using auto data. For instance:

sysuse auto
ivreghdfe price weight (length=gear), absorb(rep78, tol(1e-6))

The code above works well with Stata 17 (MacBook Air M3/MP), but does not work with StataNow (MacBook Pro M4/MP) - error message: last estimates not found. Any suggestions?

Thanks!

[Enrique Pinzon (StataCorp)]

Hi Matthew,

Please try following what is in https://github.com/sergiocorreia/ivreghdfe

In particular, try running the following code:

* Set versions
global ftvers  master
global rhvers  master
global ivrvers master
* Use an older version
* global ivrvers 1.1.2

* Install ftools (remove program if it existed previously)
cap ado uninstall ftools
net install ftools, from("https://raw.githubusercontent.com/sergiocorreia/ftools/$ftvers/src/") replace

* Install reghdfe
cap ado uninstall reghdfe
net install reghdfe, from("https://raw.githubusercontent.com/sergiocorreia/reghdfe/$rhvers/src/") replace

* Install ivreg2, the core package
cap ado uninstall ivreg2
ssc install ivreg2

* Finally, install this package
cap ado uninstall ivreghdfe
net install ivreghdfe, from(https://raw.githubusercontent.com/sergiocorreia/ivreghdfe/$ivrvers/src/) replace

[Carlo Lazzaro]

Matthew:
thanks for clarifying.
I get the the very same error message on Stata 17, too .

[Carlo Lazzaro]

Thanks, Enrique.

[Enrique Pinzon (StataCorp)]

I forgot to mention. The syntax also changed. Notice that the tolerance is a separate option outside -absorb()-

ivreghdfe price weight (length=gear), absorb(rep78) tol(1e-6)

[Matthew Williams]

Hi Matthew,

Please try following what is in https://github.com/sergiocorreia/ivreghdfe

In particular, try running the following code:

* Set versions
global ftvers master
global rhvers master
global ivrvers master
* Use an older version
* global ivrvers 1.1.2

* Install ftools (remove program if it existed previously)
cap ado uninstall ftools
net install ftools, from("https://raw.githubusercontent.com/sergiocorreia/ftools/$ftvers/src/") replace

* Install reghdfe
cap ado uninstall reghdfe
net install reghdfe, from("https://raw.githubusercontent.com/sergiocorreia/reghdfe/$rhvers/src/") replace

* Install ivreg2, the core package
cap ado uninstall ivreg2
ssc install ivreg2

* Finally, install this package
cap ado uninstall ivreghdfe
net install ivreghdfe, from(https://raw.githubusercontent.com/sergiocorreia/ivreghdfe/$ivrvers/src/) replace

Thank you so much, Enrique. The problem is fixed!