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st: SUREG, FE, N>T

From   Alexandra Kalev <[email protected]>
To   [email protected]
Subject   st: SUREG, FE, N>T
Date   Tue, 28 Oct 2003 08:41:59 -0500 (EST)


I am trying to run SUREG on an unbalanced panel data with a dummy variable
for each unit (units=810, obs=16430, mean T=21). While STATA doesn't
produce any error message, it also doesn't produce any results. I waited
for a few hours and nothing happened. Is this just a matter of allowing it
more time to process (i am using STATE 7 SE for windows) ? I read
somewhere that SUREG doesn't work when N>T, but i didn't see this in the
STATA manual.

The command I used is:  xi:sureg (depvar1 varlist1 i.unit) (depvar2
varlist2 i.unit) (depvar3 varlist3 i.unit) (depvar4 varlist4 i.unit), corr

The following message about the dummy coding appeared pretty immideitly
after running the do file and nothing apperead after that:

i.respnum         _Irespnum_9-1132    (naturally coded; _Irespnum_9

Thank you very much for your help,
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