st: Re: xtreg, re on null model

[Christopher F Baum <baum@bc.edu>]

On Oct 7, 2004, at 2:33, Garry wrote:

> Doing -xtreg y x,i(varname) re
> - -test x-
> - -xtreg y,i(varname) re
> produces the same message as above when the last command is used.
>
> I am using the 6 Oct 2004 versions.
>
> Any suggestions would be appreciated.
> Regards, Garry

webuse grunfeld
xtreg invest, re

works fine. I suspect this is because xtreg is relying on -tsset- 
rather than the -i- argument. Try tsseting your data and see if it 
works then.

NB As long as you are not using any real time-series functionality, 
there is nothing wrong with creating a "time" variable from _n within 
each panel and using that in tsset, even if the data do not have a time 
dimension.

Kit Baum, Boston College Economics      baum@bc.edu
http://ideas.repec.org/e/pba1.html

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