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  • PPMLHDFE and bootstrap

    Dear all,
    I am trying to use the BOOTTEST command after estimating a gravity model using PPMLHDFE. I receive the following r(198) error message:

    "option constraints not allowed
    Error imposing null. Perhaps ppmlhdfe does not accept the constraints(), from(), and iterate() options, as needed."

    The same message appears in the following data example:

    sysuse auto, clear
    ppmlhdfe price weight length, a(turn foreign)
    boottest weight

    I am using an updated version of Stata 15.1 and I have the last versions of FTOOLS and REGHDFE installed.
    Thank you in advance for your valuable help

  • #2
    Good question. See https://github.com/sergiocorreia/ppmlhdfe/issues/4.

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