[FernandoRios]

In my case I found a weird error
the Julia prefix works, but rehdfejl doesnt.
After installing and using it it gives


. reghdfejl lnwage educ, abs(isco)
UndefVarError: dof_fes not defined
r(999);


even after restarting Stata or updating Julia.

[David Roodman]

@FernandoRios It looks as if you have an old version of the Julia package FixedEffectModels.

Can you try

jl UpPkg FixedEffectModels

And then try the reghdfejl command again (which will be slow the first time).

[David Roodman]

In response to bug reports, I made a bunch of fixes. Please install the latest versions with:

net install julia, replace from(https://raw.github.com/droodman/julia.ado/v0.6.1)
net install reghdfejl, replace from(https://raw.github.com/droodman/reghdfejl/v0.3.2)

..and restart Stata for good measure. These should be on SSC soon. Jeff Wooldridge, I hope this solves your problems.

I hope it is now much more robust to variety in how Julia is installed. In theory everyone can install Julia the easy way. In Windows, you can get it from the Microsoft Store. In Linux and macOS, you can install it with the shell command

curl -fsSL https://install.julialang.org | sh

[Wang yuzhang]

@David Roodman
Dear Mr. David,
Thank you for providing the command. I'm very interested in the tool you've developed. I encountered some difficulties while attempting to install and invoke the Julia command on my Windows computer. While my colleague successfully uses it on an macOS computer, I've faced issues on my 64-bit Windows 10 operating system.
My computer is equipped with an Intel(R) Core(TM) i7-9750H CPU @ 2.60GHz and 16.0 GB of RAM. I've successfully installed the latest stable version of Julia, v1.9.4, using the Windows 64-bit installer. I can smoothly run Julia commands in the Julia terminal. However, I'm unable to execute any Julia commands within Stata, such as "jl: "Hello world!". Sometimes, it generates an error message: "Could not load plugin: F:/stata17/ado/plus\j\jl.plugin (error occurred while loading jl.ado)". Other times, it causes Stata to immediately close, with the frequent occurrence being Stata's immediate shutdown, which is the primary issue I'm facing.
Julia is installed in the default directory: C:\Users\HP\AppData\Local\Programs\Julia-1.9.4, and I've added this path to the environment variables. During installation, I ensured Julia was added to the path. I've closed all antivirus software during runtime and attempted to run Stata with administrative privileges, yet none of these actions have been effective. I also attempted to run this on versions 16, 17, and 18 of Stata, but the issue persists.
I'm puzzled as to where the problem lies and would greatly appreciate any possible reasons or suggestions you might offer to help me resolve this issue.
Thank you very much for your time and assistance.

[David Roodman]

Thank you Wang Yuzhang.
Have you tried the latest version, as described in the previous post?
Those versions are now on SSC, so you can install them with:

ssc install julia, replace
ssc install reghdfejl, replace

However, I know there is a bug in the new version of the julia package. If an error occurs in Julia, instead of just displaying the error in Stata, it completely crashes Stata. I am still figuring it out and I hope it will be fixed in a day or so. I will post here when it is.

[Wang yuzhang]

@David Roodman
Dear Mr. David
I am deeply grateful for your response and guidance. I have successfully installed your latest command update, version 0.6.0 dated December 2, 2023. Upon rerunning it, I noticed a difference compared to the previous version; initially, a blue frame appeared. However, I encountered an issue where the Stata software still crashes. Interestingly, the command runs smoothly on my computer's Julia terminal, and it also functions properly on my colleague's macOS computer within their Stata software. This leads me to wonder if the problem might be related to my Windows system or other specific characteristics of my computer. To aid in troubleshooting, I have uploaded some images in the attachment to describe the problem.
Thank you once again for your assistance. I eagerly anticipate your next update and wish you continued success and prosperity in all your endeavors!
Warm regards！

[David Roodman]

Wang yuzhang, does it work if you:

1. Install Julia from here, choosing "64-bit (installer)". During the installation process, make sure to click "Add Julia to PATH".
2. Revert to julia.ado version 0.5.8, with:

        net install julia, replace all from(https://raw.github.com/droodman/julia.ado/v0.5.8)

3. Restart Stata.

[FernandoRios]

@FernandoRios It looks as if you have an old version of the Julia package FixedEffectModels.

Can you try

jl UpPkg FixedEffectModels

And then try the reghdfejl command again (which will be slow the first time).

Happy to say it finally worked.
I didn't realized that despite installing latest Julia, the earliest version was still the one loading in Stata.
After cleaning all ado's and uninstalling Older Julia, its now working
Thank you
F

[David Roodman]

Ah. I should put in some version checks to warn if old versions are being loaded.

[Wang yuzhang]

@David Roodman
Thank you very much for your help. I downloaded the Julia software from the 【Current stable release: v1.9.4 (November 14, 2023) 】Windows 64-bit (installer) option on the website https://julialang.org/downloads/, and during the installation process, I clicked to select "Add Julia to PATH". I downloaded version 0.5.8 of the julia.ado command and reran Stata. This time, running the Julia command in Stata does not produce a blue box but still crashes. There may be an issue with specific characteristics of my computer. Thank you again for your response!

[David Roodman]

Wang yuzhang you could try installing version 0.6.2 of the julia package and restarting Stata.

[Wang yuzhang]

@David Roodman
Dear Mr. David,
I am writing to express my heartfelt gratitude for your invaluable assistance. The issue has been successfully resolved with version 0.6.2 of Julia. The general commands in Julia and the reghdfejl command, are now functioning perfectly. Your expertise and dedication are remarkable, and I am immensely grateful for your support.
Once again, thank you so much for your help. Your contribution has made a significant difference, and I sincerely appreciate it.
Best regards

[David Roodman]

The latest version is more stable, and comes with fewer bugs and more features. Install with:

ssc install julia, replace
ssc install reghdfejl, replace

... and restart Stata.

Actually just one new feature. Typing "reghdfejl mask" causes all reghdfe calls to reroute to reghdfejl. This is useful when running packages that call reghdfe, such as eventdd, and you want them to use Julia. "reghdfejl unmask" reverses this hack--or, as a backup, so does "ssc install reghdfe, replace".

[Martyn Sherriff]

Hello David,
I have just install V0.4.2 from github and I get the following error message:

. webuse nlswork, clear
(National Longitudinal Survey of Young Women, 14-24 years old in 1968)

. reghdfejl ln_wage grade age ttl_exp tenure not_smsa south, absorb(idcode year)
options not allowed
r(101);

There was no problem with 0.3.2.
Julia 1.9.4. Stata 18 BE.

Martyn

[David Roodman]

Hi @Martyn,
If you haven't already, can you try the full instructions in the post just above?

If that doesn't fix it, can you start a log, do "set trace on", try again, and send me the log through a private channel on this forum or off?