ppmlhdfe error

[Daniel Gomez]

Hi,

I am using Stata 11.
I am testing the ppmlhdfe comand but I have this error:

GLM::init_variables(): - function returned error
<istmt>: - function returned error
r(3499);


I dont understand what is error means?
I would apreaciate your help.

[Bert Lloyd]

We need more information but the first thing I would do is verify that you have followed the ppmlhdfe installation instructions here:

https://github.com/sergiocorreia/ppmlhdfe#installation

especially regarding installing the latest versions of ftools and reghdfe. These may in turn require other packages.

It may be difficult to get these working in Stata 11, so you may want to check if the package installation help files have any advice for users of older versions of Stata.

[Daniel Gomez]

When I tried to install the ppmlhdfe I get an error.
I used this command before with my Stata 11.2 and it worked. I dont know what is happening now.
I think this is related with my version of Stata that does not have the selectindex() command built in.
I dont know how to fix this.
This is the error when I tried to install the command:

. cap ado uninstall ftools

.
. cap ado uninstall reghdfe

.
. cap ado uninstall ppmlhdfe

.
.
.
. ssc install ftools
checking ftools consistency and verifying not already installed
> ...
installing into c:\ado\plus\...
installation complete.

.
. ssc install reghdfe
checking reghdfe consistency and verifying not already installed...
installing into c:\ado\plus\...
installation complete.

.
. ssc install ppmlhdfe
checking ppmlhdfe consistency and verifying not already installed...
installing into c:\ado\plus\...
installation complete.

.
.
.
. clear all

.
. ftools, compile
(compiling lftools.mlib for Stata 11.2)
(library saved in c:\ado\plus/l/lftools.mlib)

.
. reghdfe, compile
invalid syntax
(error occurred while loading reghdfe.ado)
r(198);

.
.
.
. * Test program

.
. sysuse auto, clear
(1978 Automobile Data)

.
. reghdfe price weight, a(turn)
invalid syntax
(error occurred while loading reghdfe.ado)
r(198);

.
. ppmlhdfe price weight, a(turn)
(dropped 4 observations that are either singletons or separated by a fixed effect)
remove_collinears(): 3499 selectindex() not found
GLM::init_variables(): - function returned error
<istmt>: - function returned error
r(3499);

[Andrew Musau]

Try the github version which I think is more up-to-date: https://github.com/sergiocorreia/ppmlhdfe. But first, uninstall the version from SSC and all of its dependencies.

[Daniel Gomez]

How can I do it? Copy and paste the github version in Stata?

[Andrew Musau]

Scroll down the page and read "To install the latest versions from Github:". You don't manually copy any files, although now I do not remember whether version 11 allowed direct installation from the internet. You just have to follow the instructions in the page and see.

[Daniel Gomez]

This happens:

. * Install ftools

.
. cap ado uninstall ftools

.
. net install ftools, from("https://raw.githubusercontent.com/sergiocorreia/ftools/master/src/")
unknown network protocol
https://raw.githubusercontent.com/se...ls/master/src/ either
1) is not a valid URL, or
2) could not be contacted, or
3) is not a Stata download site (has no stata.toc file).
r(671);

.
.
.
. * Install reghdfe

.
. cap ado uninstall reghdfe

.
. net install reghdfe, from("https://raw.githubusercontent.com/sergiocorreia/reghdfe/master/src/")
unknown network protocol
https://raw.githubusercontent.com/se...fe/master/src/ either
1) is not a valid URL, or
2) could not be contacted, or
3) is not a Stata download site (has no stata.toc file).
r(671);

.
.
.
. * Install ppmlhdfe

.
. cap ado uninstall ppmlhdfe

.
. net install ppmlhdfe, from("https://raw.githubusercontent.com/sergiocorreia/ppmlhdfe/master/src/")
unknown network protocol
https://raw.githubusercontent.com/se...fe/master/src/ either
1) is not a valid URL, or
2) could not be contacted, or
3) is not a Stata download site (has no stata.toc file).
r(671);

.
.
.
. * Create compiled files

.
. ftools, compile
unrecognized command: ftools
r(199);

.
. reghdfe, compile
unrecognized command: reghdfe
r(199);

.
.
.
. * Check versions

.
. ppmlhdfe, version
unrecognized command: ppmlhdfe
r(199);

.
.
.
. * Clear programs already in memory

.
. program drop _all

.
.
.
. * Test program

.
. sysuse auto, clear
(1978 Automobile Data)

.
. reghdfe price weight, a(turn)
unrecognized command: reghdfe
r(199);

.
. ppmlhdfe price weight, a(turn)
unrecognized command: ppmlhdfe
r(199);

.
. ```
unrecognized command: ` invalid command name
r(199);

.

[Andrew Musau]

Ok then, Stata 11 could not do this. See http://repec.org/bocode/e/estout/installation.html on manual installation and apply it to ppmlhdfe. You need to download all the required files from Github.

[Nick Cox]

It's been a while, but I think Stata did not support https: some versions ago. In short, your Stata is not just out-of-date for whatever was introduced in or for Stata 12 or later, but also out-of-date if you need it to read from https: sites but it won't do that.

[Daniel Gomez]

Thank you! I will try it and let you know.
Do you think doing that I would have the selectindex() command that my Stata version is missing?