REGHDFE | Installation

Stable version

To install reghdfe, open Stata and run:

ssc install reghdfe

Note that reghdfe requires at least Stata 11.2 and has been tested up to Stata 14.1

Development version

Development versions include recent improvements and bug fixes, but are intrinsically less stable. To install the latest development version, run:

cap ado uninstall moresyntax
net install moresyntax, from("https://github.com/sergiocorreia/moresyntax/raw/master/src/")

cap ado uninstall ftools
net install ftools, from("https://github.com/sergiocorreia/ftools/raw/master/src/")

cap ado uninstall reghdfe
net install reghdfe, from("https://github.com/sergiocorreia/reghdfe/raw/master/src/")

if (c(version)<13) cap ado uninstall boottest
if (c(version)<13) ssc install boottest

Manual Installation

To install reghdfe manually (for instance, in a server without internet connection):

  1. Download the Github zipfile
  2. Extract it into a folder on your computer (e.g. C:\SOMEFOLDER)
  3. Run the following, changing SOMEFOLDER with whatever you picked:
cap ado uninstall reghdfe
net install reghdfe, from("C:\SOMEFOLDER")

What is the currently installed version?

The command reghdfe, version displays the installed version of reghdfe. It also shows the list of dependencies and whether they are installed or not. You can install them with ssc install <name> where <name> is either ivreg2, avar or tuples.