Comments (4)
Sure, I will release a new version in the coming days. Out of curiosity, do you have a github repository for this command?
from fixedeffectmodels.jl.
Great.
https://github.com/droodman/reghdfejl Just posted. :-) Comments/issues welcome. I haven't thoroughly tested yet.
This is my second Stata package using Julia as a back-end. The other is boottest, which optionally calls Julia.
Some tests on Saturday revealed that the run time is now dominated by transferring the regressors between Stata and Python (as a bridge to Julia) and then transferring the sample marker back. I'm learning now to bypass Python by writing a C plug-in for Stata that uses the Julia C API. Maybe I'll have that going in a few days. It could run much faster.
In reghdfejl.ado, you'll see references to the fields of the returned result object, such as with m.esample
. It seems to me this should be unnecessary, i.e., that all results should be accessible by wrapper functions, even if they are not part of the StatsBase standard. Requiring the user to access the fields directly violates data abstraction and could break user code in the future if the internal representation of results changes. Fields that I think currently can't be accessed via wrapper functions include esample, F, iterations, converged, r2_within, nclusters, ...
The main gap I see is there is nothing comparable to the DOF table that reghdfe displays after the main results. Are those return results easy are hard to add? (Also Root MSE is missing, pending access to the return result dof_fes
.)
Maybe I should copy ivreghdfe and make it a wrapper for ivreg2 for IV models, just using FixedEffectModels.jl to partial out the FE.
from fixedeffectmodels.jl.
Great! I tagged a new version: JuliaRegistries/General#88397
Yes, feel free to add wrapper funciton in a pull request.
(I thing esample is Stataspeak so it should be renamed + converged feels too broad so maybe has_converged is better).
from fixedeffectmodels.jl.
Thank you. Except I couldn't install it:
(@v1.9) pkg> up FixedEffectModels
Updating registry at `C:\Users\drood\.julia\registries\General.toml`
ERROR: Unsatisfiable requirements detected for package KernelAbstractions [63c18a36]:
KernelAbstractions [63c18a36] log:
├─possible versions are: 0.1.0-0.9.8 or uninstalled
└─restricted to versions 0.9.7 by an explicit requirement — no versions left
from fixedeffectmodels.jl.
Related Issues (20)
- MethodError: no method matching fe(::CategoricalValue{String15, UInt32}) HOT 1
- Implement StatsAPI.fit() HOT 1
- Generate confidence intervals for `predict` HOT 1
- Ignore rows with `Inf`s? HOT 3
- error in using gpu? HOT 3
- Feature request: GPU support in MacOS HOT 2
- Drop regressors that are collinear with the fixed effects (depending on tolerance for partialling-out)
- Get " run `reg` with the option save = :residuals" despite doing exactly that HOT 3
- How can I get the dof? HOT 2
- Degrees of freedom always 1 HOT 1
- Demeaning HOT 3
- Print name of dependent variable in FixedEffectModel results display? HOT 1
- tolerance in `invsym!` HOT 1
- `predict` for fixed effects HOT 4
- Feature request: Saving an object of type `FixedEffectModel` HOT 1
- Using r2 as a regression name conflicts with r2 (r-squared?) HOT 1
- Wrong results in a large data set with one set of FE HOT 51
- `predict` doesn't work for FE-only models
- Poor multithreading performance with very small FE groups HOT 3
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from fixedeffectmodels.jl.