Example How to Obtain Predicted Values and Residuals. ChatGPT outlined a couple of pieces of what appeared to be Stata code, but it couldnt get the syntax completely right for local macros and r-class Stata programs; neither of the approaches ChatGPT suggested worked without some fixes. frame change default local varlist "grade age age2 tenure black south" reghdfe lnw. Also, absorb just indicates the fixed effects of the regression. Create public & corporate wikis; Collaborate to build & share knowledge; Update & manage pages in a click; Customize your wiki, your way. The Roofing Alliance is pleased to announce it will host its ninth Construction Management Student Competition March 8, 2023, at the Kay Bailly Hutchinson Convention Center in room D163165. ado and hdfe. Stata (Stata Press, 2006) and Baum et al. REGHDFE Multiple levels of fixed effects in Stata Estimate linear regressions with multiple levels of fixed effects (Stata). Posted on May 11, 2022 by. () Stata CSDN. Command title is unrecognized stata. REGHDFE Multiple levels of fixed effects in Stata. It indicates, "Click to perform a search". 4 How Do You Clean Your Drain Snake 4. Statareghdfe () silencedream 2. A Feasible Estimator for. The only benefit reghdfe had over "simply including the dummiesidentifiers" is that reghdfe prints the output much quicker, right Stata has a limit on how many variables you can include in a regression. ado should load with no errors Actual behavior reghdfe. The examples consist of two parts the python code and the comments. Sample code for installing "reghdfe" package provided under "Example" section. The system will only allocate physical memory pages for those explicit data in your sparse array. It works as a generalization of the built-in areg, xtreg,fe and xtivreg,fe regression. from src stata. We make use of several user-written Stata commands psmatch2, ftools, reghdfe, and outreg2. FYI - I have the July 13, 2017 version installed, and it crashes Stata every time I use reghdfe - unless using the option "old". The Roofing Alliance is pleased to announce it will host its ninth Construction Management Student Competition March 8, 2023, at the Kay Bailly Hutchinson Convention Center in room D163165. Instrumental variables methods can provide a workable solution to many problems in economic research, but also bring additional challenges of bias and precision. "REGHDFE Stata module to perform linear or instrumental-variable regression absorbing any number of high-dimensional fixed effects," Statistical Software Components S457874, Boston College Department of Economics, revised 18 Nov 2019. 2 25feb2021 Before, reghdfe options had to be passed as suboptions of absorb (). Description reghdfe is a generalization of areg (and xtreg,fe, xtivreg,fe) for multiple levels of fixed effects (including heterogeneous slopes), alternative estimators (2sls, gmm2s, liml), and additional robust standard errors (multi-way clustering, HAC standard errors, etc). Introduction reghdfeimplementstheestimatorfrom Correia,S. I have understood that suest does not work with reghdfe. Before you install. As a result the number of observations may differ as compared to when using areg. Introduction reghdfeimplementstheestimatorfrom Correia,S. the exact technique used is set through the technique() option, following Stata convention). This is it. The best way to avoid this problem is to avoid doing any stem-and-leaf plots (do histograms instead). That works untill you reach the 11,000 variable limit for a Stata regression. This command implements the algorithm of Guimaraes & Portugal for estimation of a linear regression model with t. counties through a difference-in-differences regression. It is fast, robust, and its features include GMM IV, multi-way clustering, handling of singleton and nested groups, and more. There are four different ways to weight things in Stata. Viewed 2k times 1 1. reghdfe is a generalization of areg (and xtreg,fe, xtivreg,fe) for multiple levels of fixed effects (including heterogeneous slopes), alternative estimators (2sls, gmm2s, liml), and. The module is made available under terms of the GPL. I recommend reghdfe by Sergio Correia because it is extremely versatile. Create public & corporate wikis; Collaborate to build & share knowledge; Update & manage pages in a click; Customize your wiki, your way. reghdfe is a generalization of areg (and xtreg,fe, xtivreg,fe) for multiple levels of fixed effects (including heterogeneous slopes), alternative estimators (2sls, gmm2s, liml), and. adams county indiana inmates chirp. More info here. , areg takes 2 seconds. Learn how to download and install user-written commands in Stata. Most Stata commands allow cluster(varname) as an option, pop-. I am using the reghdfe command in Stata and I try to include fixed effects by using absorb() as well as using cluster(). Viewed 2k times 1 1. reghdfe L. 5reghdfeStata- Stata-StataStata-. While not as large as Bonferroni p-values would be, you can. Doves 375. Hi, I would like to ask your, if there is an equivalent in R to STATA&39;s command reghdfe with option absorb That is a Linear regression . 8 1. First, using the built in xtreg command. If you are an economist this will likely. If you wrote a script to perform an analysis in 1985, that same. Stata Abstract reghdfe fits a linear or instrumental-variable regression absorbing an arbitrary number of categorical factors and factorial interactions Optionally, it saves the estimated fixed effects. fixed effect nested within cluster. You also get a fair amount of convenience. The comments consists of two parts first part is an identical regression using the reghdfe package in stata. reghdfe is a Stata package that estimates linear regressions with multiple levels of fixed effects. But reghdfe does some kind of demean and do not create those dummies. It works as a generalization of the built-in areg, xtreg,fe and xtivreg,fe regression commands. In this post I show how you can get Stata quality regression results in R including popular regression features in economics such as high . Update reghdfe dependency from 5. May 16, 2018 &183; reghdfe is a stata command that runs linear and instrumental-variable regressions with many levels of fixed effects, by implementing the estimator of Correia (2015). The &39;hdfe&39; command, as far as I can tell, morphed into the &39;reghdfe&39; package; the latter, however, is a fully-functioning regression command, while &39;gstats hdfe&39; only residualizes a set of variables. Give him credit for it if you use the command Other good options are ivreg2 by Baum, Schaffer and. This document describes how Ethernet VPN (EVPN) control plane can be used with Network Virtualization Overlay over Layer 3 (NVO3) Generic Network Virtualization Encapsulation (Geneve) encapsulation for NVO3 solutions. The package rdd implements regression discontinuity models. Jun 03, 2019 &183; The latest real estate tax assessment on the property was based on an assessed value of 160,000, of which 136,000 was for the house. This tutorial explains how to obtain both the predicted values and the residuals for a regression model in Stata. This command implements the algorithm of Guimaraes & Portugal for estimation of a linear regression model with t. The second part is the output of a corresponding python regression using regPyHDFE. reghdfe is a stata command that runs linear and instrumental-variable regressions with many levels of fixed effects, by implementing the estimator of Correia (2015). More info here. Doves 375. I want to include a county-fixed effect and a time fixed effect. 0 03jun2020 to 6. There is a glitch with Stata's "stem" command for stem-and-leaf plots. This document describes how Ethernet VPN (EVPN) control plane can be used with Network Virtualization Overlay over Layer 3 (NVO3) Generic Network Virtualization Encapsulation (Geneve) encapsulation for NVO3 solutions. The ppmlhdfe command is to Poisson regression what reghdfe represents for linear regression in the Stata worlda fast and reliable command with support for multiple xed eects. I asked for Stata code that would produce Fibonacci numbers using a recursively defined function. I would like to ask your, if there is an equivalent in R to STATA's command reghdfe with option absorb That is a Linear regression absorbing multiple levels of fixed effects Thanks a lot, I didn't find anything myself system closed September 13, 2020, 709pm 2. By StataCorp LLC. length i. How does one cluster standard errors two ways in Stata. Why not try the Mundlak-Chamberlain device (i. 8 150 2041 stata4. There is a glitch with Stata's "stem" command for stem-and-leaf plots. Negative binomial regression is for modeling count variables, usually for over-dispersed count outcome variables. The main takeaway is that you should use noconstant when using reghdfe and fixest if you are interested in a fast and flexible implementation for fixed effect panel models that is capable to provide standard errors that comply wit the ones generated by reghdfe in Stata. Moreprecisely,ifyouconsiderthefollowingmodel y j x j u j where j indexes mobservations and there are k variables, and estimate it using pweight,withweightsw j,theestimatefor isgivenby (X 0X) 1X y. in Stata. The reason why you are getting similar result is that depending on how you estimate these models they might give you very similar estimators. Ask Question Asked 3 years, 8 months ago. It works as a generalization of the built-in areg, xtreg,fe and xtivreg,fe regression commands. flintlock revolver ammo craftopia; dell optiplex 7010 release date; batocera ps2 vulkan; warrington google maps; unsent messages daniela; price of. Used by professional researchers for more than 30. Results Focused Influencer Marketing. The second part is the output of a corresponding python regression using regPyHDFE. 2021) and later, the internal reghdfe call is made available to be user. Statas xtreg applies a correction to standard errors for finite sample sizes, while R does not. Posts Page of 1 Filter edivaldo junior Join Date Aug 2017 Posts 1 1 REGHDFE instalation 06 Aug 2017, 1527 Dear members,. Using a continuous axis (at) The coefficients provided to coefplot may represent estimates along a continuous dimension. reghdfe . defending lady macbeth how far can lava travel from a volcano reghdfe stata command. As a result the number of observations may differ as compared to when using areg. Hello, I'm new to R and I'm currently learning to use package AER,. &183; Using reghdfe with other commands. Sergio Correia (). We use the year before the event year (1 years) as a. id1 id1) cl (id1 id2) lfe. Moreover, ppmlhdfetakes great care to verify the existence of a maximum. help reghdfe. It now runs the solver on the standardized data, which. It's objectives are similar to the R package lfe by Simen Gaure and to the Julia package FixedEffectModels by Matthieu Gomez (beta). reghdfe does "y partialout (y)". 4s Without clusters, the only difference is that -areg- takes 0. The ppmlhdfe command is to Poisson regression what reghdfe represents for linear regression in the Stata worlda fast and reliable command with . st J 3900 unable to allocate real <tmp> 397520,280 Dear all, I am trying to run a dynamic panel data regression using. By default, Stata sets the confidence intervals at 95 for every regression. Other than the dated &39;hdfe&39; command, I do not know of a stata command that residualizes variables from a set of fixed effects. stata fixed-effects-model. 8 150 2041 stata4. the exact technique used is set through the technique () option, following Stata convention). reghdfe . Create public & corporate wikis; Collaborate to build & share knowledge; Update & manage pages in a click; Customize your wiki, your way. On the windows server it does not seem to cause problems. On the windows server it does not seem to cause problems. The coefficient estimates remained the same. &183; Using reghdfe with other commands. Sergio Correia, 2017. , your model includes 3 dimensions of FE, perhaps 2 in time and 1 in space-time. Doves 375. Similarly to felm (R) and reghdfe (Stata), the package uses the method of alternating projections to sweep out fixed effects. Note that this is the same command to use for random effects estimators, just with the. &183; 1) It is possible that the DNS name being used is resolved as an IPV6 address instead of an IPV4 address. Solve it yourself Rios-Avila (Levy) RIF Stata Chicago 2019 7 47. It indicates, "Click to perform a search". paul Asks Printing fixed effects in stata using reghdfe I am using the reghdfe function in Stata and I try to include fixed effects by using absorb() as well as I use cluster(). The system will only allocate physical memory pages for those explicit data in your sparse array. If you are. The second part is the output of a corresponding python regression using regPyHDFE. Because the code is built around the reghdfe package, it has similar syntax, supports many. Nov 23, 2022 Abstract. Note that some options are slightly different in reghdfe v6 (e. In this article, we present the user-written commands probitfe and logitfe, which fit probit and logit panel-data models with individual and time. First, using the built in xtreg command. Stata reghdfe. Monte Carlo simulations confirm that our approach exactly matches Stata&39;s reghdfe estimation results in all the models, which is itself . Center for Digital Scholarship 250F Hesburgh Library University of Notre Dame Notre Dame, IN 46556 (574) 631-9038 bchiewphnd. ChatGPT outlined a couple of pieces of what appeared to be Stata code, but it couldnt get the syntax completely right for local macros and r-class Stata programs; neither of the approaches ChatGPT suggested worked without some fixes. Create public & corporate wikis; Collaborate to build & share knowledge; Update & manage pages in a click; Customize your wiki, your way. The sample is restricted to conventional home purchase loans for one-to-four family homes that will be the borrower's principal dwelling in MSAMDs and within institution's assessment area. reghdfe depends on the ftools package (and boottest for Stata 12 and older) IVGMM is not done directly with reghdfe but through ivreg2. reghdfe is a Stata package that estimates linear regressions with multiple levels of fixed effects. In other words regreghdfextreg,feareg. reghdfe is a Stata package that estimates linear regressions with multiple levels of fixed effects. The comments consists of two parts first part is an identical regression using the reghdfe package in stata. The Roofing Alliance is pleased to announce it will host its ninth Construction Management Student Competition March 8, 2023, at the Kay Bailly Hutchinson Convention Center in room D163165. Now, let's demonstrate the same regression with reghdfe. This help file describes how to use reghdfe to within other programs, either in Stata or Mata. Stata reghdfe. 98 C 65. For alternative estimators (2sls, gmm2s, liml), as well as additional. Please note The purpose of this page is to show how to use various data analysis commands. reghdfe . Within Stata, it can be . The comments consists of two parts first part is an identical regression using the reghdfe package in. London, UK. For nonlinear fixed effects, see ppmlhdfe (Poisson). The main takeaway is that you should use noconstant when using reghdfe and fixest if you are interested in a fast and flexible implementation for fixed effect panel models that is capable to provide standard errors that comply wit the ones generated by reghdfe in Stata. REGHDFE Stata module to perform linear or instrumental-variable regression absorbing any number of high-dimensional fixed effects. flintlock revolver ammo craftopia; dell optiplex 7010 release date; batocera ps2 vulkan; warrington google maps; unsent messages daniela; price of. Nov 23, 2022 Abstract. Please note The purpose of this page is to show how to use various data analysis commands. Stata . Instrumental Variables Estimation in Stata Christopher F Baum1 Faculty Micro Resource Center Boston College March 2007 1 Thanks to Austin Nichols for the use of his material on weak instruments and Mark Schaffer for helpful comments. reghdfe . Statareghdfe () silencedream 2. This operation will, for one instant, have two copies of the data, potentially doubling again the dataset. reghdfe is a Stata package that estimates linear regressions with multiple levels of fixed effects. reghdfePreghdfestata16ssc install . reghdfePreghdfestata16ssc install . The ability to use frames in Stata is arguably one of the most important features added to the software. If you dont know about the reghdfe function in Stata, you are likely missing out, especially if you run high dimensional fixed effects models i. For alternative estimators (2sls, gmm2s, liml), as well as additional standard errors. 2 25feb2021; Before, reghdfe options had to be passed as suboptions of absorb(). In this post I show how you can get Stata quality regression results in R including popular regression features in economics such as high . The &39;hdfe&39; command, as far as I can tell, morphed into the &39;reghdfe&39; package; the latter, however, is a fully-functioning regression command, while &39;gstats hdfe&39; only residualizes a set of variables. reghdfe is a Stata package that estimates linear regressions with multiple levels of fixed effects. 23 256. native Stata routines, and other relevant user-written libraries such as. 4 2 0458. The comments consists of two parts first part is an identical regression using the reghdfe package in stata. A regression with 60,000 and 25,000 catagories in two separate fixed effects took 4,900 seconds on a test dataset with 100 million. PANFLUTE Python tool to create Pandoc filters Allows for easy extensions to Pandoc. London, UK. Moreover, ppmlhdfe takes great care to verify the existence of a maximum likelihood solution, adapting the innovations and suggested approaches described in Correia. solo and ensemble song list 2022. By default, Stata sets the confidence intervals at 95 for every regression. REGHDFE Multiple levels of fixed effects in Stata Estimate linear regressions with multiple levels of fixed effects (Stata). st J 3900 unable to allocate real <tmp> 397520,280 Dear all, I am trying to run a dynamic panel data regression using. Downloadable reghdfe fits a linear or instrumental-variable regression absorbing an arbitrary number of categorical factors and factorial interactions Optionally, it saves the estimated fixed effects. 4 How Do You Clean Your Drain Snake 4. , fe that allows you to add more fixed effects and more clustering which is important in situations where that is appropriate. I asked for Stata code that would produce Fibonacci numbers using a recursively defined function. . We make use of several user-written Stata commands psmatch2, ftools, reghdfe, and outreg2. However, I had some difficulties with this approach (hard to implement on a Linux server, plus a high memory overhead), so I replaced it in the last SSC update. I am an Economist at the Federal Reserve Board. reghdfe is a Stata package that estimates linear regressions with multiple levels of fixed effects. Using a continuous axis (at) The coefficients provided to coefplot may represent estimates. Update reghdfe dependency from 5. It indicates, "Click to perform a search". The username and password are different from the username and password. &183; 1) It is possible that the DNS name being used is resolved as an IPV6 address instead of an IPV4 address. For this. I am an Economist at the Federal Reserve Board. 25s which makes it faster but still in the same ballpark as -reghdfe-. This document describes how Ethernet VPN (EVPN) control plane can be used with Network Virtualization Overlay over Layer 3 (NVO3) Generic Network Virtualization Encapsulation (Geneve) encapsulation for NVO3 solutions. reghdfeinstall reghdfe xxxx xxxx xxxx xxxx xxxx xxxx Fork Featxxx Pull Request ReadmeXXX. 25s which makes it faster but still in the same ballpark as -reghdfe-. drunk bj, best restaurants in houston texas
On the windows server it does not seem to cause problems. . Reghdfe stata
Doing this is relatively slow, so reghdfe might be sped up by changing these options. What does VCE robust do. Richmond, VA. ) boottest, for efficiently running wild bootstraps. reghdfe y x2, a (c. This is it. reghdfe Stata module for linear and instrumental-variableGMM regression absorbing multiple levels of fixed effects. This document describes how Ethernet VPN (EVPN) control plane can be used with Network Virtualization Overlay over Layer 3 (NVO3) Generic Network Virtualization Encapsulation (Geneve) encapsulation for NVO3 solutions. I therefore used the reghdfe command in Stata. absorb(. Manual adjustments. The sample is restricted to conventional home purchase loans for one-to-four family homes that will be the borrower's principal dwelling in MSAMDs and within institution's assessment area. PANFLUTE Python tool to create Pandoc filters Allows for easy extensions to Pandoc. st J 3900 unable to allocate real <tmp> 397520,280 Dear all, I am trying to run a dynamic panel data regression using. Write-up results. Keywords st0001, vcemway, ivreg2, cmgreg, reghdfe, boottest, . The command allows for different Stata commands in different equations so you could have one equation be estimated using IV, another using reghdfe, another with a regression discontinuity, etc The updates made now allow for multiple treatments and for a much cleaner syntax for including different control variables in different regressions. The results are as following 1 Code. Statareghdfe() silencedream. Computershare keeps a record of your shares on the Companys register of owners. By default, Stata reports significance levels of 10, 5 and 1. The Curtain. Hello, I'm new to R and I'm currently learning to use package AER,. Richmond, VA. But reghdfe does some kind of demean and do not create those dummies. It is designed to be an overview rather than. 0 03jun2020 to 6. Introduction reghdfeimplementstheestimatorfrom Correia,S. Some of the groups have just a few observations, while. Thus, in this worst case scenario you will triple the amount of memory just due to the covariates being stored in Mata. It used to be slow but I. By StataCorp LLC. It indicates, "Click to perform a search". xiaomi m365 pro custom firmware tudca 1000mg; prayer of commitment scripture. rep78, absorb (length) cluster (brand) reghdfe weight foreign, absorb (length rep78) vce (cluster brand) Finally, with ChatGPT trailing 1-3, I tried something tricky. The first time I ran the regression i received the following errors reghdfe lnkwh treatmentevent, absorb (datetime customerid) vce (robust) (dropped 182 singleton observations). There are a few interesting things to note here 1. reghdfe . 8 150 2041 stata4. 5reghdfeStata- Stata-StataStata-. Another Way of Generating Dummies There is another similar but slightly different approach to generating a dummy variable. Posted on May 11, 2022 by reghdfe stata command. Modifying existing value labels. counties through a difference-in-differences regression. reghdfe does "y partialout (y)". reghdfe is a Stata package that estimates linear regressions with multiple levels of fixed effects. outcome (response) variable is binary (01); win or lose. Before you install. flintlock revolver ammo craftopia; dell optiplex 7010 release date; batocera ps2 vulkan; warrington google maps; unsent messages daniela; price of. The solution To address this, reghdfe uses several methods to count instances as possible of collinearities of FEs. cash, debit, visa and mastercard are accepted payment types. ado There are two versions the stable version, which contains an older-but-proven version, and the development version, which contains the latest updates and improvements. What does VCE robust do. The "stem" function seems to permanently reorder the data so that they are sorted according to the variable that the stem-and-leaf plot was plotted for. 4 How Do You Clean Your Drain Snake 4. The Roofing Alliance is pleased to announce it will host its ninth Construction Management Student Competition March 8, 2023, at the Kay Bailly Hutchinson Convention Center in room D163165. What does VCE robust do. It's objectives are similar to the R package lfe by Simen Gaure and to the Julia package FixedEffectModels by Matthieu Gomez (beta). I asked for Stata code that would produce Fibonacci numbers using a recursively defined function. View all articles with these keywords ppmlhdfe,. 5reghdfeStata- Stata-StataStata-. May 16, 2018 &183; reghdfe is a stata command that runs linear and instrumental-variable regressions with many levels of fixed effects, by implementing the estimator of Correia (2015). Is it possible to print the dummy variables used in absorb or. That works untill you reach the 11,000 variable limit for a Stata regression. reghdfe is a generalization of areg (and xtreg,fe, xtivreg,fe) for multiple levels of fixed effects (including heterogeneous slopes), alternative estimators (2sls, gmm2s, liml), and. Doves 375. Stata reghdfe. Thus, in this worst case scenario you will triple the amount of memory just due to the covariates being stored in Mata. Keywords st0001, vcemway, ivreg2, cmgreg, reghdfe, boottest, two-way clustering,. You also get a fair amount of convenience. First, using the built in xtreg command. Before you install. For nonlinear fixed effects, see ppmlhdfe (Poisson). reghdfe implements the estimator from Correia, S. reghdfe is a stata command that runs linear and instrumental-variable regressions with many levels of fixed effects, by implementing the estimator of Correia (2015). By StataCorp LLC. reghdfe is a generalization of areg (and xtreg,fe, xtivreg,fe) for multiple levels of fixed effects, and multi-way clustering. My main research interests are in Empirical Banking and Corporate Finance. areg LSDV. This operation will, for one instant, have two copies of the data, potentially doubling again the dataset. It works as a generalization of the built-in areg, xtreg,fe and xtivreg,fe regression commands. average salary of professional athletes by sport; how to have two discord apps on iphone. Second, using the reghdfe package (link), which is more efficient and better handles multiple levels of fixed effects (as well as multiway clustering), but must be downloaded from SSC first. These commands are updated over time, causing your code to break or produce different output. Statareghdfe 1. It indicates, "Click to perform a search". 00. Mar 01, 2020 &183; The two-way high-dimensional fixed effects regression models were conducted using the REGHDFE, a user-written Stata program, with Stata 14. On this case firmplant and timefirm. Instrumental Variables Estimation in Stata Christopher F Baum1 Faculty Micro Resource Center Boston College March 2007 1 Thanks to Austin Nichols for the use of his material on weak instruments and Mark Schaffer for helpful comments. reghdfe y x2, a (c. Statistical Software Components S457874, Department of Economics, Boston College. On Statalist you suggest the following. Reghdfe suest While the existing commands suest (Weesie, 1999, Stata Technical Bulletin Reprints 9 231-248) and mvreg enable Stata users to follow this approach, both are limited in several dimensions. On top of that you have the set of fixed effects, which adds a bit more memory. that holds the regression output. StataCorp is a leading developer in statistical software, primarily through its flagship product Stata. do, which is a do-file that Stata executes every time that it starts. This help file describes how to use reghdfe to within other programs, either in Stata or. It's features. It works as a generalization of the built-in areg, xtreg,fe and xtivreg,fe regression commands. Learn more about Teams. This document describes how Ethernet VPN (EVPN) control plane can be used with Network Virtualization Overlay over Layer 3 (NVO3) Generic Network Virtualization Encapsulation (Geneve) encapsulation for NVO3 solutions. The reason why you are getting similar result is that depending on how you estimate these models they might give you very similar estimators. REGHDFE Stata module to perform linear or instrumental-variable regression absorbing any number of high-dimensional fixed effects REGHDFE Stata module to perform linear or instrumental-variable regression absorbing any number of high-dimensional fixed effects Author & abstract Download 49 Citations Related works & more Corrections Author Listed. This document describes how Ethernet VPN (EVPN) control plane can be used with Network Virtualization Overlay over Layer 3 (NVO3) Generic Network Virtualization Encapsulation (Geneve) encapsulation for NVO3 solutions. reghdfe . It can be downloaded directly from Stata with the ssc command ssc install reghdfe Development Version Users with Stata 13 or newer can download it with cap ado uninstall reghdfe net from https raw. However, I had some difficulties with this approach (hard to implement on a Linux server, plus a high memory overhead), so I replaced it in the last SSC update. It works as a generalization of the built-in areg, xtreg,fe and xtivreg,fe regression commands. 50 256. . httpshraccessattcom