Problem with boottest

[markkaj]

Thanks for the great work on this package! I think I've found an issue with the latest development version and another great package, namely the fast and wild boottest. Please see the example below and the .do file.

Bug report

• Stata version: 17.0 / 04 Oct 2022
• OS: Windows 10

The development version of reghdfe (version 6.12.2 02Nov2021) does not work with boottest (version 4.2.0 24 August 2022). However, the reghdfe version on SSC works fine. You can replicate the error with this example:

. sysuse auto, clear
(1978 automobile data)

. reghdfe price weight length, absorb(rep78)
(MWFE estimator converged in 1 iterations)

HDFE Linear regression                            Number of obs   =         69
Absorbing 1 HDFE group                            F(   2,     62) =      22.98
                                                  Prob > F        =     0.0000
                                                  R-squared       =     0.4341
                                                  Adj R-squared   =     0.3793
                                                  Within R-sq.    =     0.4258
                                                  Root MSE        =  2294.5106

------------------------------------------------------------------------------
       price | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
-------------+----------------------------------------------------------------
      weight |   5.478309   1.158582     4.73   0.000     3.162337    7.794281
      length |  -109.5065   39.26104    -2.79   0.007    -187.9882   -31.02482
       _cons |   10154.62   4270.525     2.38   0.021      1617.96    18691.27
------------------------------------------------------------------------------

Absorbed degrees of freedom:
-----------------------------------------------------+
 Absorbed FE | Categories  - Redundant  = Num. Coefs |
-------------+---------------------------------------|
       rep78 |         5           0           5     |
-----------------------------------------------------+

. boottest length, cluster(foreign) boottype(wild) nograph

Overriding estimator's cluster/robust settings with cluster(foreign)
boottype(wild) not accepted after Maximum Likelihood-based estimation.
r(198);

I wasn't sure whether to post the issue here or on the boottest Github page, please let me know if I should post it there.