This is stumping me. Here's a sample of my code and the error I'm
getting. I know I'm doing some obviously wrong, but it's so obvious
that I can't see it.
. local y rp
. local x1lsr age age2 hgc
. local x3 lsr age age2 hgc i.year state*
. xi: xtreg `y' `x1', fe i(id) robust
last test not found
r(302);
I get the same error even when I run the following regression:
. xi: xtreg `y' `x3', fe i(id) robust
last estimates not found
r(301);
So I know it's not just the fact that I'm using the -xi- operator
without including the year dummies for the first FE regression. Why
is it asking me for "last estimates"?