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hdfe #271
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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 Best, |
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
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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
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