Error did_imputation Borusyak (2021)

[Felipe Weizenmann]

Hello friends,

I'm applying the did_imputation method proposed by Borusyak (2021). The command without using covariates is working correctly ( did_imputation y id year D, fe(year) ), however when adding covariates it shows the error: Standard error convergence is not achieved for coefs: __w_tau.
Try increasing the tolerance, the number of iterations or use the nose option for point estimates without SE.
convergence not reached
But I'm not solving it, does anyone have a suggestion? Thankss

[Jared Greathouse]

Reach out to Borusyak. I don't "know", but it's unlikely that very many people here will know the answer to this since this is a very niche question such that you'd need to know the ins and outs of the command/econometrics in order to comment on it. The only men I know of who may know, is FernandoRios or maybe Daniel PV.


Either way, have you tried the options Borusyak tells you, changing tolerance or iterations?

[Daniel PV]

Hi both of you, I'm not really familiar with this bug, so best option is to mail Borusyak or open an issue in did_imputation repository http://github.com/borusyak/did_imputation

[Felipe Weizenmann]

Reach out to Borusyak. I don't "know", but it's unlikely that very many people here will know the answer to this since this is a very niche question such that you'd need to know the ins and outs of the command/econometrics in order to comment on it. The only men I know of who may know, is FernandoRios or maybe Daniel PV.


Either way, have you tried the options Borusyak tells you, changing tolerance or iterations?

Hello friend,

Yes, from what I understand, you increase the iterations with tol(), I did it and it worked, as much as the covariates gave negative signs, for my analysis, it makes little sense.

[Felipe Weizenmann]

Hi both of you, I'm not really familiar with this bug, so best option is to mail Borusyak or open an issue in did_imputation repository http://github.com/borusyak/did_imputation

Thanks my friend!

[Cindy Han]

Hi, I‘m now having the same problem. Did you know how to deal with it? Many thanks!