hdfe

[friosavila]

HI Sergio
As I was commenting to you at the StataConference, I was wondering if you could modify hdfe to avoid problems when using it with interactions and long variable names.
Specifically, say I do
hdfe y c.xxxxxxxxxxx#c.zzzzzzzzzzzz, abs(fe)
if the combined name c_xxxx_c_zzz is too long, it would create a problem. So perhaps, if a potential variable name is too long, it could create a generic name (_var#) with perhaps the variable combination as label.
Thank you
Fernando

[sergiocorreia]

Hi Fernando,

I tried the following approach and things worked well:

clear all
cls
set obs 20
gen x1_abcdefghijklmnopqrstuvwxyz = runiform()
gen x2_abcdefghijklmnopqrstuvwxyz = runiform()
gen y = rnormal()

set varabbrev on
reghdfe y c.x1##c.x2

exit

I noticed that you were using hdfe instead of reghdfe. The newer versions of reghdfe (v6+) supercede hdfe and offer better functionality, so maybe that's an alternative? (see help reghdfe_programming)

Best,
S

[friosavila]

Thank you! Yes I was using hdfe because I needed to do demeaning step to manipulate and create the vcv for the mmqreg command. However I will see If I can use the newer reghdfe for the same purpose Thank you! Fernando

…

On Sun, Aug 20, 2023 at 10:42 PM Sergio Correia ***@***.***> wrote: Hi Fernando, I tried the following approach and things worked well: clear all cls set obs 20gen x1_abcdefghijklmnopqrstuvwxyz = runiform()gen x2_abcdefghijklmnopqrstuvwxyz = runiform()gen y = rnormal() set varabbrev on reghdfe y c.x1##c.x2 exit I noticed that you were using hdfe instead of reghdfe. The newer versions of reghdfe (v6+) supercede hdfe and offer better functionality, so maybe that's an alternative? (see help reghdfe_programming) Best, S — Reply to this email directly, view it on GitHub <#271 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/ASZKKFWLVKE5PDAUJHOPD63XWLDI3ANCNFSM6AAAAAA2S2SSYQ> . You are receiving this because you authored the thread.Message ID: ***@***.***>