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st: Panel data output


From   Cordula Stolberg <cs32@sussex.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: Panel data output
Date   Tue, 09 Mar 2004 17:56:20 -0000

Dear all,

I had to have STATA reinstalled (& the Stata updates from the website) on my computer today and now I'm having trouble to run the regressions that worked fine yesterday. I'm trying to run a LSDV with industry dummies and interaction terms. The output I get is the following:


xi: reg dy dx dxlimp_eu dxlimp_ceecs dxlimp_chn limp_eu limp_ceecs limp_chn

i.dapp*dx i.ap_cz*dx i.ap_slvk*dx i.dag*dx i.dneg*dx i.neg_slvk*dx
i.dgo*dx i.industry if tin(1994,2001)
i.dapp _Idapp_0-1 (naturally coded; _Idapp_0 omitted)
i.dapp*dx _IdapXdx_# (coded as above)
i.ap_cz _Iap_cz_0-1 (naturally coded; _Iap_cz_0 omitted)
i.ap_cz*dx _Iap_Xdx_# (coded as above)
i.ap_slvk _Iap_slvk_0-1 (naturally coded; _Iap_slvk_0 omitted)
i.ap_slvk*dx _Iap_Xdxa# (coded as above)
i.dag _Idag_0-1 (naturally coded; _Idag_0 omitted)
i.dag*dx _IdagXdx_# (coded as above)
i.dneg _Idneg_0-1 (naturally coded; _Idneg_0 omitted)
i.dneg*dx _IdneXdx_# (coded as above)
i.neg_slvk _Ineg_slvk_0-1 (naturally coded; _Ineg_slvk_0 omitted)
i.neg_slvk*dx _InegXdx_# (coded as above)
i.dgo _Idgo_0-1 (naturally coded; _Idgo_0 omitted)
i.dgo*dx _IdgoXdx_# (coded as above)
i.industry _Iindustry_15-36 (naturally coded; _Iindustry_15 omitted)
invalid syntax
r(198);

I then tried to run the regression as a fixed effects regression then but that wouldn't work either. As I said, I ran both regressions yesterday (even twice) and they worked fine. Moreover, I even re-created the dataset and that doesn't help either. Does anyone know what I'm doing wrong here?

Moreover, do the tests "xttest2" and xttest3" only work with "xtreg, fe" regression or also with a LSDV regression?

Thanks for your help,
Cordula *
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/




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