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st: Issue with vce command


From   Davia Downey <[email protected]>
To   [email protected]
Subject   st: Issue with vce command
Date   Thu, 3 Mar 2011 21:32:17 -0500

Hello All,

I have a panel type dataset with 43 variables and 25 observations (i.e., 5 years worth of data for 5 counties). I have tried running the panel regression using the xtreg, re command as well as regress with the vce (cluster county) command. The problem is that neither command is producing standard errors (there's just a . in the standard error column). Essentially the model is useless. For some reason when I run either type of model (regress of xtreg), STATA assumes I only have 5 observations when in reality I have 25 (5 years for 5 counties). How can I get STATA to recognize the panel nature of my data? I have also tried adding year dummies to the model to no avail. Does anyone have suggestions?

Thanks in advance.


Davia Cox Downey
Doctoral Candidate
Michigan State University
Department of Political Science and
The Global Urban Studies Program
447 Berkey Hall
East Lansing, MI 48824
[email protected]



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