REGHDFE | Installation

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("")

* Install reghdfe 6.x
cap ado uninstall reghdfe
net install reghdfe, from("")

* Install parallel, if using the parallel() option; don't install from SSC
cap ado uninstall parallel
net install parallel, from( 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(

Manual Installation

To install reghdfe to a firewalled server, you need to download these zip files by hand and extract them:

  • ftools(
  • reghdfe(
  • ivreghdfe(

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.