Stable version (5.x)
To install reghdfe, open Stata and run:
ssc install reghdfe
Note that reghdfe requires at least Stata 13.1 and has been tested up to Stata 16.1
Development version (6.x)
Development versions include recent improvements and bug fixes. To install the latest development version, run:
* Install ftools (remove program if it existed previously) cap ado uninstall ftools net install ftools, from("https://raw.githubusercontent.com/sergiocorreia/ftools/master/src/") * Install reghdfe 6.x cap ado uninstall reghdfe net install reghdfe, from("https://raw.githubusercontent.com/sergiocorreia/reghdfe/master/src/") * Install parallel, if using the parallel() option; don't install from SSC cap ado uninstall parallel net install parallel, from(https://raw.github.com/gvegayon/parallel/stable/) replace mata mata mlib index
To run IV/GMM regressions with ivreghdfe, also run these lines:
cap ado uninstall ivreghdfe cap ssc install ivreg2 // Install ivreg2, the core package net install ivreghdfe, from(https://raw.githubusercontent.com/sergiocorreia/ivreghdfe/master/src/)
reghdfe to a firewalled server, you need to download these zip files by hand and extract them:
Then, run the following, adjusting the folder names:
cap ado uninstall ftools cap ado uninstall reghdfe cap ado uninstall ivreghdfe net install ftools, from(c:\git\ftools) net install reghdfe, from(c:\git\reghdfe) net install ivreghdfe, from(c:\git\ivreghdfe)
What is the currently installed version?
To find out your currently installed version of reghdfe (or any other program), type
which reghdfe in Stata.