- Fixed effect stata install#
- Fixed effect stata upgrade#
- Fixed effect stata full#
version 4.1 28feb2017: entirely rewriten in Mata.
version 4.2 06apr2017: fix numerical accuracy issues ( bugfixes). version 4.3 07jun2017: speed up fixed slopes (precompute inv(xx)). This is mostly to speed up the ppmlhdfe package. change weights without creating an entirely new object. Poisson/PPML HDFE: extend Mata internals so we can e.g. Mata: refactor Mata internals and add their description to help reghdfe_mata clean up warning messages. Fixed effect stata full#
Bugfixes: summarize option was using full sample instead of regression sample, fixed a recent bug that failed to detect when FEs were nested within clusters. Performance: speedup when using weights, reduced memory usage, improve convergence detection. predict, xb now includes the value of _cons, which before was included in predict, d. The noconstant option disables this, but doing so might make the output of margin incorrect. Added _cons row to output table, so the intercept is reported (as in regress/xtreg/areg). Added support for margins postestimation command. This is not very useful by itself but makes some postestimation packages ( coefplot) easier to use Automatically check that the installed version of ftools is not too old. This can reduce reghdfe's memory usage by up to 5x-10x, at a slight speed cost. Added the compact and poolsize(#) options, to reduce memory usage. Improved support for ppmlhdfe package (which adds fixed effects to Poisson and other GLM models). 
(Note: this speed-up has been completely disabled as of 5.3.2) This does not affect Stata 15 users (see help fvtrack).
Added partial workaround for bug/quick when loading factor variables through st_data(). For more information see #150 by version 5.2 17jul2018: Stata 15 users are strongly encouraged to upgrade. This resulted in a scrambling of the coefficients. Data was loading into Mata in the incorrect order if running regressions with many factor interactions. Fixed silent error with Stata 15 and version 5.2.x of reghdfe. Running reghdfe with noabsorb option should now be considerably faster. The first call to reghdfe after "clear all" should be around 2s faster, and each subsequent call around 0.1s faster. Thanks to Zhaojun Huang for the bug report. 
It now runs the solver on the standardized data, which preserves numerical accuracy on datasets with extreme combinations of values. Previously, reghdfe standardized the data, partialled it out, unstandardized it, and solved the least squares problem.
Minimum required version required to run Poisson pseudo-maximum likelihood estimation. Stable version of reghdfe, also on SSC. Use this if you are running regressions with log(y) on the left-hand-side. ppmlhdfe package released, for Poisson models with fixed effects. Fixed effect stata upgrade#
If you are getting the error "class FixedEffects undefined", either upgrade to this version, or run reghdfe, compile
Users no longer have to run reghdfe, compile after installing. Fix rare error with compact option (#194). Those two are the latest versions before a major rewrite. To use older versions of reghdfe, you can use version(3) and version(5). Add experimental support for parallelization via the parallel package. See Constantine and Correia (2021) as well as the help file. Add support for individual fixed effects, through new options: indiv() group() aggregation(). Fixed effect stata install#
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