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st: xi:reg command dropping numerous dummies

From   Robert Gaskell <[email protected]>
To   [email protected]
Subject   st: xi:reg command dropping numerous dummies
Date   Tue, 15 Mar 2005 20:37:35 +0000


I am using the xi:reg to simulate a fixed-effects (xtreg, fe)
regression, so that I am able to use importance weights, in the form:

xi: reg var1 var2 var3 i.code [iweight=var4]

However, I am finding that many of dummies (a little under half) are
being dropped by Stata.  This doesn't impact upon the results that I
am interested in (the coefficients of var2/var3), but I would be
interested to know why this is happening and how it could potentially
be fixed.

Many thanks,

Robert Gaskell
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