error with reghdfejl. name: too many specified

[Rodrigo Badilla]

Hi all,

I am new using Julia and reghdfejl SSC, Iam comparing results and time with reghdfe, I install Julia and check with naive command:

jl: sqrt(2)
1.4142135623730951

unfortunally i am getting the error: name: too many specified, when I run the example: reghdfejl ln_wage grade , absorb(idcode year):

// net install reghdfejl, replace from(https://raw.github.com/droodman/reghdfejl/v0.3.0)

clear all
webuse nlswork
expand(1000)

**************************************
// para MP
set processors 6

timer clear 1
timer on 1  

reghdfe ln_wage grade age ttl_exp tenure not_smsa south , absorb(idcode year)


(MWFE estimator converged in 8 iterations)
note: grade is probably collinear with the fixed effects (all partialled-out values are close to zero; tol = 1.0e-09)

HDFE Linear regression                            Number of obs   = 28,091,000
Absorbing 2 HDFE groups                           F(   5,28086284)=  314795.91
                                                  Prob > F        =     0.0000
                                                  R-squared       =     0.6852
                                                  Adj R-squared   =     0.6851
                                                  Within R-sq.    =     0.0531
                                                  Root MSE        =     0.2681

------------------------------------------------------------------------------
     ln_wage | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
-------------+----------------------------------------------------------------
       grade |          0  (omitted)
         age |   .0114497    .000288    39.76   0.000     .0108853    .0120142
     ttl_exp |   .0323758   .0000434   745.86   0.000     .0322907    .0324608
      tenure |   .0104689   .0000267   391.72   0.000     .0104165    .0105213
    not_smsa |  -.0914148   .0002781  -328.76   0.000    -.0919598   -.0908698
       south |  -.0640471   .0003189  -200.84   0.000    -.0646721   -.0634221
       _cons |    1.16142   .0083786   138.62   0.000     1.144998    1.177842
------------------------------------------------------------------------------

Absorbed degrees of freedom:
-----------------------------------------------------+
 Absorbed FE | Categories  - Redundant  = Num. Coefs |
-------------+---------------------------------------|
      idcode |      4697           0        4697     |
        year |        15           1          14     |
-----------------------------------------------------+


timer off 1          
timer list 1

**************************************
*JULIA

timer clear 2
timer on 2  

reghdfejl ln_wage grade age ttl_exp tenure not_smsa south , absorb(idcode year) gpu
name:  too many specified

timer off 2          
timer list 2

I also tried with the same error:

reghdfejl ln_wage grade
name: too many specified

[Rodrigo Badilla]

I did install again and restart Stata and work fine

ssc install reghdfejl, replace

time comparation:

reghdfe: . timer list 1
1: 164.48 / 1 = 164.4810

reghdfejl: . timer list 2
2: 46.86 / 1 = 46.8610

. reghdfejl ln_wage grade age ttl_exp tenure not_smsa south , absorb(idcode year)
(MWFE estimator converged in 14 iterations)

HDFE linear regression with Julia                 Number of obs   = 28,091,000
Absorbing 2 HDFE groups                           F(   5,28086283)=  314795.90
                                                  Prob > F        =     0.0000
                                                  R-squared       =     0.6852
                                                  Adj R-squared   =     0.6851
                                                  Within R-sq.    =     0.0531
                                                  Root MSE        =     0.2681

------------------------------------------------------------------------------
     ln_wage | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
-------------+----------------------------------------------------------------
       grade |          0  (omitted)
         age |   .0114497    .000288    39.76   0.000     .0108853    .0120142
     ttl_exp |   .0323758   .0000434   745.86   0.000     .0322907    .0324608
      tenure |   .0104689   .0000267   391.72   0.000     .0104165    .0105213
    not_smsa |  -.0914148   .0002781  -328.76   0.000    -.0919598   -.0908698
       south |  -.0640471   .0003189  -200.84   0.000    -.0646721   -.0634221
------------------------------------------------------------------------------