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>     Variable |       Obs        Mean    Std. Dev.       Min        Max
> -------------+--------------------------------------------------------
> fdi_inflow.. |      4664    5.97e+08    2.85e+09  -4.55e+09   5.05e+10
> 
>     Variable |       Obs        Mean    Std. Dev.       Min        Max
> -------------+--------------------------------------------------------
> fdi_inflow.. |      3975     2.00564    5.148409  -82.89212   89.08587


I take this to mean that for some observations you have fdi_inflow_real
values but no corresponding GDP values and the missing values are occurring
for particular cow levels.

You can work around this by using -capture- to suppress output if there is
an error (see [P] capture for the details).  

You could also nest this within an additional -foreach- loop to cycle
through various dependent variables.

For example:

webuse grunfeld,clear
replace invest = . if com == 1
tempfile results
tempname hold
postfile `hold' company pvalue test_stat  using `results'
levelsof company, local(levels)
foreach l of local levels {
	capture {
		dfuller invest if com == `l'
	}
	if _rc  == 0 {	
		post `hold' (`l') (r(p)) (r(Zt))
	}
	else {
		post `hold' (`l') (.) (.)
	}	
	}
postclose `hold'
preserve
use `results', clear
l
restore


Scott



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