(minor update) add groupreg compat

sergiocorreia · Nov 5, 2020 · fcb4e14 · fcb4e14
1 parent 9f8dafc
commit fcb4e14
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Showing 3 changed files with 26 additions and 3 deletions.
diff --git a/src/ftools.ado b/src/ftools.ado
@@ -1,4 +1,4 @@
-*! version 2.40.0 25aug2020
+*! version 2.41.0 02nov2020
 * This file is just used to compile ftools.mlib
 
 program define ftools

diff --git a/src/ftools_main.mata b/src/ftools_main.mata
@@ -42,7 +42,27 @@ class Factor
 
 	`Vector'				intersect()			// 1 if Y intersects with F.keys
 	
+	// Undocumented
 	`Dict'					extra				// extra information
+
+	// Undocumented for reghdfe / groupreg
+	`String' 				absvar				// expression: "firm#year", "i.firm##c.(x1 x2)", etc.
+	`Varlist' 				ivars				// variables used for intercepts
+	`Varlist' 				cvars				// variables used for slopes
+	`Boolean'				has_intercept		// 1 for "firm" or "firm##c.year" ; 0 for "firm#c.year"
+	`Integer' 				num_slopes			// number of slopes
+	`String' 				target				// where the FE will be saved
+	`Boolean'				save_fe				// 1 if we save the FE
+
+	// Undocumented objects used for slope variables (cvars) in reghdfe/groupreg
+	`Matrix'				x					// standardized slope variables "x1 x2.."
+	`RowVector'				x_means				// means of slope variables
+	`RowVector'				x_stdevs			// standard deviations of slope variables
+	`Matrix'				inv_xx				// inv(x'x) for each fixed effect
+	
+	`Boolean'				has_weights
+	`Vector'				weights
+	`Vector'				weighted_counts
 	
 }
 

diff --git a/src/ms_parse_absvars.ado b/src/ms_parse_absvars.ado
@@ -1,6 +1,6 @@
-*! version 2.33.0 26jan2019
+*! version 2.41.0 02nov2020
 program ms_parse_absvars, sclass
-	syntax [anything(id="absvars" name=absvars equalok everything)], /// Allow for no abosvars
+	syntax [anything(id="absvars" name=absvars equalok everything)], /// Allow for no absvars
 		[NOIsily] /// passed to -ms_fvunab-
 		[SAVEfe Generate] /// Synonyms
 		[REPLACE] ///
@@ -17,6 +17,7 @@ program ms_parse_absvars, sclass
 		sreturn loc targets = `" """'
 		sreturn loc cvars = `" """'
 		sreturn loc ivars = `"_cons"'
+		sreturn loc basevars = `""'
 		sreturn loc absvars = `" """'
 		sreturn loc save_all_fe = 0
 		sreturn loc save_any_fe = 0
@@ -28,6 +29,7 @@ program ms_parse_absvars, sclass
 
 * Unabbreviate variables and trim spaces
 	UnabAbsvars `absvars', `noisily' target stringok `replace'
+	loc basevars `s(basevars)'
 	loc absvars `s(varlist)'
 
 * Count the number of absvars
@@ -129,6 +131,7 @@ program ms_parse_absvars, sclass
 	sreturn loc targets = `"`all_targets'"'
 	sreturn loc cvars = `"`all_cvars'"'
 	sreturn loc ivars = `"`all_ivars'"'
+	sreturn loc basevars = `"`basevars'"'
 	sreturn loc absvars = `"`all_absvars'"'
 	sreturn loc save_all_fe = `save_all_fe'
 	sreturn loc save_any_fe = `save_any_fe'