python 工具变量回归_工具变量多重高维固定效应ivreghdfe|reghdfe|ftools的本地安装 |机器学习| 用......

Stable versionTo install reghdfe, open Stata and run:ssc install reghdfeNote that reghdfe requires at least Stata 11.2 and has been tested up to Stata 15.1Development versionDevelopment 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 moresyntaxcap ado uninstall ftoolsnet install ftools, from('https://raw.githubusercontent.com/sergiocorreia/ftools/master/src/')* Install reghdfe 5.xcap ado uninstall reghdfenet install reghdfe, from('https://raw.githubusercontent.com/sergiocorreia/reghdfe/master/src/')* Install boottest for Stata 11 and 12if (c(version)<13) cap ado uninstall boottestif (c(version)<13) ssc install boottest* Install moremata (sometimes used by ftools but not needed for reghdfe)cap ssc install moremataftools, compilereghdfe, compileTo run iv/gmm regressions with ivreghdfe, also run these lines:cap ado uninstall ivreg2hdfecap ado uninstall ivreghdfecap ssc install ivreg2 // Install ivreg2, the core packagenet install ivreghdfe, from(https://raw.githubusercontent.com/sergiocorreia/ivreghdfe/master/src/)Manual InstallationTo install reghdfe to a firewalled server, you need to download these zip files by hand and extract them:ftools(https://codeload.github.com/sergiocorreia/ftools/zip/master)reghdfe(https://codeload.github.com/sergiocorreia/reghdfe/zip/master)ivreghdfe(https://codeload.github.com/sergiocorreia/ivreghdfe/zip/master)Then, run the following, adjusting the folder names:cap ado uninstall ftoolscap ado uninstall moresyntaxcap ado uninstall reghdfecap ado uninstall ivreghdfe//net install ftools, from(c:\git\ftools)net install ftools , from(c:\git\ftools\src) replacenet install reghdfe, from(c:\git\reghdfe\src)net install ivreghdfe, from(c:\git\ivreghdfe\src)ftools, compilereghdfe, compileWhat 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 where is either ivreg2, avar or tuples.