Need help with reghdfe error

[Matt Diumz]

Hi,

When running a regression using reghdfe I get an error message :
cannot save compiled Mata file in sysdir_plus (path\ado\plus/)
cannot save compiled Mata file in sysdir_plus (path\ado\personal/)
file "lftools.mlib" not found
r(601)
end of do file

Is there a way to indicate a path to this regression so they can store it in a particular folder ?

Right now as an alternative I am using the areg command but the regressions take too long. Is there a better way to do it ?

Thank you very much
Matt

[Carlo Lazzaro]

Matt:
welcome to this forum.
Have you already checked that you have downloaded all the files related to the community-contributed module (as you're kindly requested to mention it, as per FAQ) -reghdfe-.?

[Matt Diumz]

Hi Carlo,
Thanks for your time.

I am using Stata/MP 17.0. I have -reghdfe- installed. The regression in itself seems to work but I think that Stata stores the data somewhere to then apply quickly the fixed effect. The problem, I think, is that this Mata file is not being compiled in a folder that I have access to. Then it can't find the "lftools.mlib" file which I assume is used to calculate the fixed effects.

Any help would be greatly appreciated!

Best regards
Matt

[Carlo Lazzaro]

Matt:
I use the community-contributed module -reghdfe- pretty often (I'm still with Stata 16, though) and I've never stumbled upon the nuisance that you experienced.
Two trivial advice:
1) check that your Stata 17 is fully updated;
2) if what above does not fix the issue, disinstall and then reinstall -reghdfe- and see what happens