Dear StataList Members:
I can not find the answer to the problem of "Stata drops variables in the
dataset" in the on-line resources. Maybe it is too basic to you fellow
members. I find it is different from "Why do estimation commands sometimes
drop variables?" in http://www.stata.com/support/faqs/stat/drop.html.
I run a estimation command with some different options. After the first time
of running the command, Stata randomly drops variable in the dataset. I then
have to exit and re-enter to run the command again. An example is below. It
happens frequently.
Could any colleague kindly point out the place where I can find the remedy
measures?
Thanks for your abundant knowledge and experience in advance!
Can Huang
 xtgls tfp rdper rdexp newprodin fixassetin, i(number) t(year)
Cross-sectional time-series FGLS regression
Coefficients:  generalized least squares
Panels:        homoskedastic
Correlation:   no autocorrelation
Estimated covariances      =         1          Number of obs      =
57
Estimated autocorrelations =         0          Number of groups   =
2
Estimated coefficients     =         5          Obs per group: min =
28
                                                               avg =
28.5
                                                               max =
29
                                                Wald chi2(4)       =
0.94
Log likelihood             =  81.86981          Prob > chi2        =
0.9192
----------------------------------------------------------------------------
--
         tfp |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
       rdper |    .000026    .000034     0.76   0.445    -.0000407
0000927
       rdexp |   .0008324   .0013939     0.60   0.550    -.0018996
0035644
   newprodin |  -.0238213   .0744405    -0.32   0.749    -.1697219
1220793
  fixassetin |   .0001438   .0005998     0.24   0.811    -.0010317
0013193
       _cons |  -.0172437   .0113719    -1.52   0.129    -.0395321
0050447
----------------------------------------------------------------------------
--
 xtgls tfp rdper rdexp newprodin fixassetin, i(number) t(year)
panels(heterosk
> edastic)
variable rdper not found
r(111);
 exit
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