Obtaining std. errors of the forecast after -xtreg, fe-

[Fredrik Bakkemo]

After OLS regression it is possible to obtain both stadard errors of the fitted values (-predict u1, stdp-) and standard errors of the forecast (-predict u2, stdf-).
However, after -xtreg, fe-, the latter option is not allowed.

Why's that? And is it possible to obtain standard errors of the forecast elsewhere?

[Fredrik Bakkemo]

This is from the xtreg postestimation manual:


I have tried with and without e(sample) specified, but this does not affect the prediction errors..