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I suspect this issue is why reghdfe clears the mata matrix I'm trying to store results in. I can also report an issue in the reghdfe repository, but I found this while digging. Anyhow, if I execute my code, top to bottom, a matrix created before I run reghdfe is deleted after the run. When I reach the program stops, but if I rerun the same code again, then the matrix is not deleted.
ftools/src/ftools.mata
Line 13 in aaeba12
Solution: only drop as needed
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