{"action":"created","issue":{"url":"https://api.github.com/repos/sergiocorreia/reghdfe/issues/146","repository_url":"https://api.github.com/repos/sergiocorreia/reghdfe","labels_url":"https://api.github.com/repos/sergiocorreia/reghdfe/issues/146/labels{/name}","comments_url":"https://api.github.com/repos/sergiocorreia/reghdfe/issues/146/comments","events_url":"https://api.github.com/repos/sergiocorreia/reghdfe/issues/146/events","html_url":"https://github.com/sergiocorreia/reghdfe/issues/146","id":353325805,"node_id":"MDU6SXNzdWUzNTMzMjU4MDU=","number":146,"title":"parentheses unbalanced error when using IV","user":{"login":"dothyphendot","id":7791588,"node_id":"MDQ6VXNlcjc3OTE1ODg=","avatar_url":"https://avatars3.githubusercontent.com/u/7791588?v=4","gravatar_id":"","url":"https://api.github.com/users/dothyphendot","html_url":"https://github.com/dothyphendot","followers_url":"https://api.github.com/users/dothyphendot/followers","following_url":"https://api.github.com/users/dothyphendot/following{/other_user}","gists_url":"https://api.github.com/users/dothyphendot/gists{/gist_id}","starred_url":"https://api.github.com/users/dothyphendot/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/dothyphendot/subscriptions","organizations_url":"https://api.github.com/users/dothyphendot/orgs","repos_url":"https://api.github.com/users/dothyphendot/repos","events_url":"https://api.github.com/users/dothyphendot/events{/privacy}","received_events_url":"https://api.github.com/users/dothyphendot/received_events","type":"User","site_admin":false},"labels":[],"state":"open","locked":false,"assignee":null,"assignees":[],"milestone":null,"comments":8,"created_at":"2018-08-23T10:46:39Z","updated_at":"2018-10-01T17:43:10Z","closed_at":null,"author_association":"NONE","body":"Hi Sergio,\r\n\r\nWith both real data and the auto dataset I get the error parentheses unbalanced when trying to run an IV regression. Please see below. I believe I'm running the latest version of reghdfe and ftools, although I only have Stata 14.2. \r\n\r\nThanks as always for all your hard work,\r\n\r\nDot\r\n\r\n. sysuse auto\r\n(1978 Automobile Data)\r\n\r\n. reghdfe price weight length, absorb(turn trunk)\r\n(dropped 9 singleton observations)\r\n(MWFE estimator converged in 11 iterations)\r\n\r\nHDFE Linear regression                            Number of obs   =         65\r\nAbsorbing 2 HDFE groups                           F(   2,     38) =      12.85\r\n                                                  Prob > F        =     0.0001\r\n                                                  R-squared       =     0.6403\r\n                                                  Adj R-squared   =     0.3942\r\n                                                  Within R-sq.    =     0.4035\r\n                                                  Root MSE        =  2254.6288\r\n\r\n------------------------------------------------------------------------------\r\n       price |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]\r\n-------------+----------------------------------------------------------------\r\n      weight |   5.688144   1.302818     4.37   0.000     3.050727    8.325561\r\n      length |  -44.21191   57.60797    -0.77   0.448    -160.8332    72.40933\r\n       _cons |  -2627.673   8851.647    -0.30   0.768     -20546.9    15291.55\r\n------------------------------------------------------------------------------\r\n\r\nAbsorbed degrees of freedom:\r\n-----------------------------------------------------+\r\n Absorbed FE | Categories  - Redundant  = Num. Coefs |\r\n-------------+---------------------------------------|\r\n        turn |        13           0          13     |\r\n       trunk |        13           1          12     |\r\n-----------------------------------------------------+\r\n\r\n. reghdfe price weight (length = gear), absorb(turn trunk)\r\nparentheses unbalanced\r\nr(132);\r\n\r\n. reghdfe, version\r\nLibrary/Application Support/Stata/ado/plus/r/reghdfe.ado\r\n*! version 5.2.9 06aug2018\r\n\r\nRequired packages installed?\r\n- ftools            yes\r\n\r\n. ftools, version\r\nLibrary/Application Support/Stata/ado/plus/f/ftools.ado\r\n*! version 2.30.3 02aug2018\r\n\r\nRequired packages installed?\r\n- moremata          yes\r\n\r\n. di c(stata_version)\r\n14.2\r\n\r\n. di c(os)\r\nMacOSX\r\n\r\n"},"comment":{"url":"https://api.github.com/repos/sergiocorreia/reghdfe/issues/comments/425997884","html_url":"https://github.com/sergiocorreia/reghdfe/issues/146#issuecomment-425997884","issue_url":"https://api.github.com/repos/sergiocorreia/reghdfe/issues/146","id":425997884,"node_id":"MDEyOklzc3VlQ29tbWVudDQyNTk5Nzg4NA==","user":{"login":"Sebastian1612","id":43759285,"node_id":"MDQ6VXNlcjQzNzU5Mjg1","avatar_url":"https://avatars3.githubusercontent.com/u/43759285?v=4","gravatar_id":"","url":"https://api.github.com/users/Sebastian1612","html_url":"https://github.com/Sebastian1612","followers_url":"https://api.github.com/users/Sebastian1612/followers","following_url":"https://api.github.com/users/Sebastian1612/following{/other_user}","gists_url":"https://api.github.com/users/Sebastian1612/gists{/gist_id}","starred_url":"https://api.github.com/users/Sebastian1612/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/Sebastian1612/subscriptions","organizations_url":"https://api.github.com/users/Sebastian1612/orgs","repos_url":"https://api.github.com/users/Sebastian1612/repos","events_url":"https://api.github.com/users/Sebastian1612/events{/privacy}","received_events_url":"https://api.github.com/users/Sebastian1612/received_events","type":"User","site_admin":false},"created_at":"2018-10-01T17:43:10Z","updated_at":"2018-10-01T17:43:10Z","author_association":"NONE","body":"Dear Sergio, \r\n\r\nthank you for the very nice package.\r\n\r\nI also encountered a problem when trying to estimate IV with regdhfe. I then installed ivregdhfe and everything worked perfect. However, I like to implement three-way clustering, but ivregdhfe only supports two-way clustering because it is based on ivreg2. Is there any possibility to (a) either use IV with regdhfe, so that one can allow for three-way clustering, or (b) extend ivregdhfe to make three-way clustering possible?\r\n\r\nThank you very much,\r\nSebastian"}}
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