参考
https://github.com/sergiocorreia/reghdfe/#citation安装好最新的命令,最新的reghdfe 6.x不能通过 SSC安装
To find out which version you have installed, type reghdfe, version.
reghdfe 6.x is not yet in SSC. To quickly install it and all its dependencies, copy/paste these lines and run them:
* 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/")
To run IV/GMM regressions with ivreghdfe, also run these lines:
cap ado uninstall ivreg2hdfe
cap ado uninstall ivreghdfe
cap ssc install ivreg2 // Install ivreg2, the core package
net install ivreghdfe, from(
https://raw.githubusercontent.co ... eghdfe/master/src/)
Alternatively, you can install the stable/older version from SSC (5.x):
cap ado uninstall reghdfe
ssc install reghdfe