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I tried the commands you suggested but it reports as follows:
.reg invest mvalue time i.company if invest>120
i: operator invalid
r(198);
You must not be using Stata 11. Per the Statalist FAQ, if you are using an earlier version of Stata, you must say so.
Alternatively, in Stata < 11,
xi: reg invest mvalue time i.company if invest>120
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
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