st: creating and calling local macros in do-files

[S Aneeqa Aqeel <saaqeel@umich.edu>]

I am using STATA10 on a Windows 64-bit system.
I have looked up past FAQs on macros as well as the STATA user guide,  
etc.  I have also tried my code on a different computer, but get the  
same result. So I'm posting my question to the Statalist and would be  
grateful for any light you can shed on this matter.

I am using panel data and creating quarterly dummies for each year  
(2000-2009).
I then create local macros, one for each year, collecting the  
quarterly dummies by year.

I am finding that STATA does not create more than one local macro if I  
try to create several inside a do-file.  Consequently, when  the  
do-file then tries to execute a regression, based on the local macros  
created, the regression output shows no results at all for the  
variables inside the macros which I am calling in the regression.

If I create each macro in the command window, one by one, and then run  
the regression by typing it out in the command window, I get results  
for each of the variables included.

Similarly, if I try to see what variables are included in the macro  
(by using "summarize"), it doesn't work if the macro was one of  
several created in the do-file, but will work if I created it directly  
from the command window.

Can you tell me why a macro might not run from inside the do-file? Is  
there an upper limit to the number of local macros one can create and  
call at any time?

I can provide log files and my code if it would help.

Many thanks and regards,

Aneeqa

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/