gtools-1.11.8 (2024-06-28); improved consest in greg

Features

- `greg, savecons` saves `rss`, `tss`, `r2`, `consest` without
  having to specify `alphas`
- `greg` can now save `rss`, `tss`, `r2`, `consest` with `by()`

Bug fixes

- `greg` with `alphas()` saves `consest` with IV and only one absvar.

.appveyor.yml

@@ -1,4 +1,4 @@
-version: "generic-1.11.6-{build}"
+version: "generic-1.11.8-{build}"
 
 environment:
   matrix:

README.md

@@ -13,7 +13,7 @@ provide a massive speed improvements to common Stata commands, including:
 reshape, collapse, xtile, tabstat, isid, egen, pctile, winsor, contract,
 levelsof, duplicates, unique/distinct, and more.
 
-![Beta Version](https://img.shields.io/badge/beta-v1.11.6-blue.svg?longCache=true&style=flat-square)
+![Beta Version](https://img.shields.io/badge/beta-v1.11.8-blue.svg?longCache=true&style=flat-square)
 ![Supported Platforms](https://img.shields.io/badge/platforms-linux--64%20%7C%20osx--64%20%7C%20win--64-blue.svg?longCache=true&style=flat-square)
 [![github linux status](https://github.com/mcaceresb/stata-gtools/actions/workflows/linux.yml/badge.svg?branch=master)](https://github.com/mcaceresb/stata-gtools/actions/workflows/linux.yml)
 [![github osx status](https://github.com/mcaceresb/stata-gtools/actions/workflows/osx.yml/badge.svg?branch=master)](https://github.com/mcaceresb/stata-gtools/actions/workflows/osx.yml)

build/_gtools_internal.ado

@@ -1,4 +1,4 @@
-*! version 1.11.6 08Nov2023 Mauricio Caceres Bravo, [email protected]
+*! version 1.11.8 28Jun2024 Mauricio Caceres Bravo, [email protected]
 *! gtools function internals
 
 * rc 17000
@@ -49,6 +49,7 @@ program _gtools_internal, rclass
         tempfile gregvcovfile
         tempfile gregclusfile
         tempfile gregabsfile
+        tempfile greginfofile
         tempfile ghdfeabsfile
         tempfile gstatsfile
         tempfile gbyvarfile
@@ -64,6 +65,7 @@ program _gtools_internal, rclass
         GtoolsTempFile gregvcovfile
         GtoolsTempFile gregclusfile
         GtoolsTempFile gregabsfile
+        GtoolsTempFile greginfofile
         GtoolsTempFile ghdfeabsfile
         GtoolsTempFile gstatsfile
         GtoolsTempFile gbyvarfile
@@ -79,6 +81,7 @@ program _gtools_internal, rclass
     global GTOOLS_GREGVCOV_FILE: copy local gregvcovfile
     global GTOOLS_GREGCLUS_FILE: copy local gregclusfile
     global GTOOLS_GREGABS_FILE:  copy local gregabsfile
+    global GTOOLS_GREGINFO_FILE: copy local greginfofile
     global GTOOLS_GHDFEABS_FILE: copy local ghdfeabsfile
     global GTOOLS_GSTATS_FILE:   copy local gstatsfile
     global GTOOLS_BYVAR_FILE:    copy local gbyvarfile
@@ -727,6 +730,7 @@ program _gtools_internal, rclass
     mata: st_numscalar("__gtools_gfile_gregvcov", strlen(st_local("gregvcovfile")) + 1)
     mata: st_numscalar("__gtools_gfile_gregclus", strlen(st_local("gregclusfile")) + 1)
     mata: st_numscalar("__gtools_gfile_gregabs",  strlen(st_local("gregabsfile"))  + 1)
+    mata: st_numscalar("__gtools_gfile_greginfo", strlen(st_local("greginfofile")) + 1)
     mata: st_numscalar("__gtools_gfile_ghdfeabs", strlen(st_local("ghdfeabsfile")) + 1)
 
     scalar __gtools_init_targ   = 0
@@ -1710,6 +1714,7 @@ program _gtools_internal, rclass
                 prefix(str)                  /// save prepending prefix
                 PREDict(str)                 /// save fit in `predict'
                 alphas(str)                  /// save fixed effects in `alphas'
+                savecons                     /// save estimate for constant (memory-intensive)
                 resid                        /// save residuals in _resid_`yvarlist'
                 RESIDuals(str)               /// save residuals in `residuals'
                 replace                      /// Replace targets, if they exist
@@ -1905,6 +1910,7 @@ program _gtools_internal, rclass
             scalar __gtools_gregress_kvars         = `:list sizeof varlist'
             scalar __gtools_gregress_cons          = `"`constant'"' != "noconstant"
             scalar __gtools_gregress_consest       = .
+            scalar __gtools_gregress_savecons      = `"`savecons'"' == "savecons"
             scalar __gtools_gregress_rss           = .
             scalar __gtools_gregress_tss           = .
             scalar __gtools_gregress_robust        = `"`robust'"'   != ""
@@ -3454,6 +3460,7 @@ program clean_all
     global GTOOLS_GREGVCOV_FILE
     global GTOOLS_GREGCLUS_FILE
     global GTOOLS_GREGABS_FILE
+    global GTOOLS_GREGINFO_FILE
     global GTOOLS_GHDFEABS_FILE
     global GTOOLS_GSTATS_FILE
     global GTOOLS_BYVAR_FILE
@@ -3470,8 +3477,11 @@ program clean_all
     cap scalar drop __gtools_gfile_topmat
     cap scalar drop __gtools_gfile_gregb
     cap scalar drop __gtools_gfile_gregse
+    cap scalar drop __gtools_gfile_gregvcov
     cap scalar drop __gtools_gfile_gregclus
     cap scalar drop __gtools_gfile_gregabs
+    cap scalar drop __gtools_gfile_greginfo
+    cap scalar drop __gtools_gfile_ghdfeabs
     cap scalar drop __gtools_gfile_hdfeabs
     cap scalar drop __gtools_init_targ
     cap scalar drop __gtools_any_if
@@ -5017,6 +5027,7 @@ program gregress_scalars
         scalar __gtools_gregress_kvars         = 0
         scalar __gtools_gregress_cons          = 0
         scalar __gtools_gregress_consest       = .
+        scalar __gtools_gregress_savecons      = 1
         scalar __gtools_gregress_rss           = .
         scalar __gtools_gregress_tss           = .
         scalar __gtools_gregress_robust        = 0
@@ -5063,6 +5074,7 @@ program gregress_scalars
         cap scalar drop __gtools_gregress_kvars
         cap scalar drop __gtools_gregress_cons
         cap scalar drop __gtools_gregress_consest
+        cap scalar drop __gtools_gregress_savecons
         cap scalar drop __gtools_gregress_rss
         cap scalar drop __gtools_gregress_tss
         cap scalar drop __gtools_gregress_robust

build/_gtools_internal.mata

@@ -1966,10 +1966,10 @@ class GtoolsRegressOutput
     real   matrix    se
     real   matrix    Vcov
     real   scalar    savese
-    real   scalar    consest
-    real   scalar    rss
-    real   scalar    tss
-    real   scalar    r2
+    real   colvector consest
+    real   colvector rss
+    real   colvector tss
+    real   colvector r2
 
     real   scalar    J
     real   scalar    by
@@ -2053,13 +2053,17 @@ void function GtoolsRegressOutput::init()
 
 void function GtoolsRegressOutput::readMatrices()
 {
-    real matrix qc
+    real matrix qc, info
     real scalar runols, runse, runhdfe
-    J = strtoreal(st_local("r_J"))
-    consest = st_numscalar("__gtools_gregress_consest")
-    rss     = st_numscalar("__gtools_gregress_rss")
-    tss     = st_numscalar("__gtools_gregress_tss")
-    r2      = 1-rss/tss
+    J       = strtoreal(st_local("r_J"))
+    info    = GtoolsReadMatrix(st_local("greginfofile"), 3, J)
+    consest = info[1, .]
+    rss     = info[2, .]
+    tss     = info[3, .]
+    r2      = 1:-(rss:/tss)
+    // consest = st_numscalar("__gtools_gregress_consest")
+    // rss     = st_numscalar("__gtools_gregress_rss")
+    // tss     = st_numscalar("__gtools_gregress_tss")
     if ( st_numscalar("__gtools_gregress_savemb") ) {
         b = editmissing(GtoolsReadMatrix(st_local("gregbfile"),  J, kx), 0)
     }

build/changelog.md

@@ -1,6 +1,26 @@
 Change Log
 ==========
 
+## gtools-1.11.8 (2024-06-28)
+
+### Features
+
+- `greg, savecons` saves `rss`, `tss`, `r2`, `consest` without
+  having to specify `alphas`
+- `greg` can now save `rss`, `tss`, `r2`, `consest` with `by()`
+
+## gtools-1.11.7 (2023-11-08)
+
+### Bug fixes
+
+- `greg` with `alphas()` saves `consest` with IV and only one absvar.
+
+## gtools-1.11.6 (2023-11-08)
+
+### Bug fixes
+
+- `greg` with `glm` and absorb no longer gives error (can't dereference NULL)
+
 ## gtools-1.11.5 (2023-10-27)
 
 ### Bug fixes
@@ -14,7 +34,7 @@ Change Log
 ### Features
 
 - `greg` saves `rss`, `tss`, `r2` in mata (not with `by()`)
-- `greg` saves `cons` in mata with absorb (not with `by()`)
+- `greg` saves `consest` in mata with absorb (not with `by()`)
 
 ## gtools-1.11.3 (2023-09-20)
 

build/greg.ado

@@ -1,4 +1,4 @@
-*! version 1.11.1 03Apr2023 Mauricio Caceres Bravo, [email protected]
+*! version 1.11.8 28Jun2024 Mauricio Caceres Bravo, [email protected]
 *! Estimate linear regression via OLS by group and with HDFE
 
 cap program drop greg

build/greg.sthlp

@@ -72,6 +72,8 @@ is, this assumes that the weight refers to the number of available
 {p_end}
 {synopt:{opt alphas(varlist)}}One per absorb variable; save FE (normalized to be mean zero).
 {p_end}
+{synopt:{opt savecons}}Save implied constant in mata (with {opt absorb()}).
+{p_end}
 {synopt:{opt predict(varname)}}Save linear fit.
 {p_end}
 {synopt:{opt resid(varname)}}Save residuals.

build/gregress.ado

@@ -1,4 +1,4 @@
-*! version 1.11.1 03Apr2023 Mauricio Caceres Bravo, [email protected]
+*! version 1.11.8 28Jun2024 Mauricio Caceres Bravo, [email protected]
 *! Estimate linear regression via OLS by group and with HDFE
 
 capture program drop gregress
@@ -376,13 +376,14 @@ end
 capture program drop Display
 program Display, eclass
     syntax [namelist(max = 1)], [repost touse(str) *]
-    tempname by
+    tempname by nocoef
     if ( "`namelist'" == "" ) {
         disp as txt "Cannot display table without cached results; use option -mata()- to save"
     }
     else {
-        mata st_numscalar("`by'", `namelist'.by)
-        if ( `=scalar(`by')' == 0)  {
+        mata st_numscalar("`by'",     `namelist'.by)
+        mata st_numscalar("`nocoef'", (`namelist'.saveb == 0) | (`namelist'.savese == 0))
+        if ( (`=scalar(`by')' == 0) & (`=scalar(`nocoef')' == 0) ) {
             tempname colnames sel nmiss
             FreeMatrix b V
             mata st_local("caller", `namelist'.caller)
@@ -412,7 +413,8 @@ program Display, eclass
             _coef_table, `options'
         }
         else {
-            disp as txt "Cannot display table with by(); use {stata mata `namelist'.print()}"
+            if `=scalar(`by')'     disp as txt "Cannot display table with by(); use {stata mata `namelist'.print()}"
+            if `=scalar(`nocoef')' disp as txt "Cannot display table with -nob- or -nose-"
         }
     }
 end

build/gregress.sthlp

@@ -72,6 +72,8 @@ is, this assumes that the weight refers to the number of available
 {p_end}
 {synopt:{opt alphas(varlist)}}One per absorb variable; save FE (normalized to be mean zero).
 {p_end}
+{synopt:{opt savecons}}Save implied constant in mata (with {opt absorb()}).
+{p_end}
 {synopt:{opt predict(varname)}}Save linear fit.
 {p_end}
 {synopt:{opt resid(varname)}}Save residuals.

build/gtools.ado

@@ -1,4 +1,4 @@
-*! version 1.11.6 08Nov2023 Mauricio Caceres Bravo, [email protected]
+*! version 1.11.8 28Jun2024 Mauricio Caceres Bravo, [email protected]
 *! Program for managing the gtools package installation
 
 capture program drop gtools

build/gtools.pkg

@@ -1,4 +1,4 @@
-v 1.11.6
+v 1.11.8
 d
 d 'GTOOLS': Faster implementation of common Stata commands optimized for large datasets
 d
@@ -63,7 +63,7 @@ d
 d Author: Mauricio Caceres Bravo
 d Support: email [email protected]
 d
-d Distribution-Date: 20231108
+d Distribution-Date: 20240628
 d
 f _gtools_internal.ado
 f _gtools_internal.mata

build/gtools.sthlp

@@ -1,5 +1,5 @@
 {smcl}
-{* *! version 1.11.6 08Nov2023}{...}
+{* *! version 1.11.8 28Jun2024}{...}
 {viewerdialog gtools "dialog gtools"}{...}
 {vieweralsosee "[R] gtools" "mansection R gtools"}{...}
 {viewerjumpto "Syntax" "gtools##syntax"}{...}

build/gtools_tests.do

@@ -5,7 +5,7 @@
 * Created: Tue May 16 07:23:02 EDT 2017
 * Updated: Mon Dec 05 09:39:49 EST 2022
 * Purpose: Unit tests for gtools
-* Version: 1.11.6
+* Version: 1.11.8
 * Manual:  help gtools
 * Note:    You may need to run `ftools, compile` and `reghdfe, compile`
 *          to test gtools against ftools functions and reghdfe.