sergiocorreia/reghdfe

Problem with recovering groupvar variable

Closed this issue · 3 comments

fedehuneeus commented

Hi Sergio, I'm having problems in recovering the groupvar() variable. When I run the simplest version of reghdfe, say "reghdfe wage, absorb(workerid firmid year) groupvar(connected)" the code doesn't generate the variable connected. I'm using the latest reghdfe version and StataMP 15 (64-bit) version. Any suggestion of what might be going on? Thanks!

sergiocorreia commented

Hi Fede,

You are right that something was going on. During the last major rewrite of reghdfe (v3 to v4) I didn't port some of the v3 features (for various reasons).

I just pushed v5.8 that re-enables this feature. I have only tested it lightly, so let me know how it's working on your side. Also, you can always run the old code with the aptly-named "old" option, so a quick sanity check would be

reghdfe ... , groupvar(mob)
reghdfe .., groupvar(check) old

And compare that mob and check are the same (or at least represent the same groups.

sergiocorreia commented

Also, do you have in mind a specific reason for this option?

fedehuneeus commented

Thanks Sergio! I just wanted to do some stats on the largest connected set.