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st: question on xtscc and on fixed effects in general

Subject   st: question on xtscc and on fixed effects in general
Date   Mon, 20 Jun 2011 09:35:04 +0100 (BST)


I am using xtscc in a specification including fixed effects, maximum possible 
lags of 2 and firm dummies interacted with another variable. In some of the 
regressions, I notice that Stata returns no results for the constant?!  It shows 
me that the constant was omitted and I get 0s for the coefficient estimates in 
my output in outreg2 tables.

Could you let me know if this might be a reason to worry that something with my 
specification is wrong? Alternatively, how can I interpret cases when the 
constant is omitted from  the regression results. 

Many thanks in advance.

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