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  • reghdfe errors message : class FixedEffects undefined

    I tried reghdfe for the first time and I used the following code to use reghdfe
    But I get this error message.

    Code:
    reghdfe depvar var1 var2 ~ var7, absorb(day week week#city) compact pool(1) vce(robust[,bw(#)])
    (MWFE estimator converged in 4 iterations)
    class FixedEffects undefined
    day has the following numbers: 01dec2011 ~ 31jan2019
    week has the following numbers : 1 ~ 375
    city has the following numbers : 1 ~ 7

    i can't understand message "class FixedEffects undefined"
    What's the problem?

    and

    There is one more question.
    I understand that the standard errors of the two following codes are considered in the same way.
    Is that right?
    Code:
    xtreg depvar indepvar, fe vce (r)
    reghdfe depvar indepvar, absorb () vce (r, [bw (#)})
    Thank you for any advice.

  • #2
    Run the following:
    Code:
    reghdfe, compile
    This should be resolved in version 5.7.0: https://github.com/sergiocorreia/reghdfe

    Comment


    • #3
      Thank a lot Kelsey
      The problem is resolved. :D

      Comment

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