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  • Reghdfe Variance Warning

    Hi everyone
    I have been having a problem with reghdfe after updating it to the new version. I get this error: "Warning: variance matrix is nonsymmetric or highly singular" on a completely random subset of my regressions, which were fine before the updates. The rest of my regressions are fine. I have looked into this forum, and also installed and uninstalled reghdfe with no avail. I would appreciate it if anyone can help me with this, or guid me in the right direction to fix it. Thanks!

  • #2
    Martin:
    welcome to this forum.
    You might be interested in warning: variance matrix is nonsymmetric or highly singular - Statalist and related threads.
    Kind regards,
    Carlo
    (StataNow 18.5)

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