Dear Peter, 
        Thanks for your comment.
If I include both the dummy variables as defined in the previous mail, they get dropped due to multicollinearity. I tried creating another set of dummy variables as follows:
hvptb: 1 if ptb, 0 if anything else
hvinf: 1 if infection, 0 if anything
normal: 1 if normal, 0 if all else
WIth these dummy variables in the regression with robust standard errors model, the interactions with time are not significant ( the main effects are still significant).  
However in the gllamm model ( family(gamma), log link, i(id) ), the main effects and interactions are not significant.
Hence, I tried fitting 2 models: one comparing just the normal and the ptb and the second comparing the normal and infection.
Thanks again,
Leny
Leny Mathew
Data Analyst
Division of Perinatal Research
Department of Obstetrics/Gynecology
Drexel University College of Medicine
245 N. 15th Street, 17th Floor
Mail Stop 495
Philadelphia, PA  19102
Phone:   215-762-2069
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