[BUG] Version 6.12.0 breaks ivreghdfe with "last estimates not found" about reghdfe HOT 6 OPEN

Hi David,

This should be fixed if you upgrade to the latest version of ivreghdfe (1.1.3)

Let me know if that's not the case.

Best,
S

from reghdfe.

Ah thank you. In case useful for others, I installed this new version with:

net install ivreghdfe, replace from(https://raw.github.com/sergiocorreia/ivreghdfe/1.1.3/src)

from reghdfe.

Hi, I recently encountered a similar issue when I tried to bootstrap the ivreghdfe. The error is still there even after I reinstalled all the related packages. The following is an example. How to deal with the error? Is it a crash tracing to reghdfe? Btw, I am using Stata/MP 16.0. Thanks!

sysuse auto.dta, clear

bootstrap, reps(100) seed(123): ivreghdfe mpg (weight = trunk), a(i.foreign)
(running ivreghdfe on estimation sample)

Bootstrap replications (100)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5
.................................................. 50
.................................................. 100
last estimates not found
r(301);

end of do-file

r(301);

from reghdfe.

@yixin-mei I suggest you try reghdfejl. It has built-in support for bootstrapping with parallel processing, so it is very fast (except on first use). It accepts the ivreghdfe IV syntax. So you could do something like

reghdfejl mpg (weight = trunk), a(foreign) bs(reps(1000) seed(42) procs(6))

"reghdfejl"requires the "julia" package; both are available through the ssc install command. It also requires Julia, which is free. After installing the "julia" package, type "help jl" to find instructions for installing Julia.

from reghdfe.

@yixin-mei I suggest you try reghdfejl. It has built-in support for bootstrapping with parallel processing, so it is very fast (except on first use). It accepts the ivreghdfe IV syntax. So you could do something like

reghdfejl mpg (weight = trunk), a(foreign) bs(reps(1000) seed(42) procs(6))

"reghdfejl"requires the "julia" package; both are available through the ssc install command. It also requires Julia, which is free. After installing the "julia" package, type "help jl" to find instructions for installing Julia.

Thank you for the advice! I've checked out the github page of reghdfejl. Unluckily, it seems that the package does not support weak identification diagnostics, which is necessary in my analysis. I am wondering why the standard bootstrap procedure will break for ivreghdfe but works fine for reghdfe. Does anyone have ideas about how to deal with the error when bootstrapping ivreghdfe?

from reghdfe.

reghdfejl does now report the K-P F statistic....

from reghdfe.