As from Stata 10, -index()- is only
available under version control.
It so happens that at least one subroutine of -outreg2- lacks a
-version- statement by a small accident. Thus the program is being run
under Stata 10. My guess is that it needs a -version 8.2- statement.
That is my guess too. As I understand it, -index- got renamed in
Stata 9. Stata policy is to keep the old names working for one
version, and then they stop working the version after that, unless
you use version control. So, that is why -index- still worked in
Stata 9 but not in 10.