grqreg, error r(198) invalid name

[Martyn Sherriff]

I am trying to use grqreg from SSC (grqreg from http://fmwww.bc.edu/RePEc/bocode/g) and I get the error message 'invalid name r(198). From the grqreg help:

sysuse auto, clear

. xi: qreg price mpg  i.foreign*i.rep78 headroom, nolog
i.foreign         _Iforeign_0-1       (naturally coded; _Iforeign_0 omitted)
i.rep78           _Irep78_1-5         (naturally coded; _Irep78_1 omitted)
i.for~n*i.rep78   _IforXrep_#_#       (coded as above)
note: _IforXrep_1_2 omitted because of collinearity
note: _IforXrep_1_5 omitted because of collinearity

Median regression                                   Number of obs =         69
  Raw sum of deviations    65163 (about 5079)
  Min sum of deviations 53809.48                    Pseudo R2     =     0.1742

-------------------------------------------------------------------------------
        price |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
--------------+----------------------------------------------------------------
          mpg |    -207.56   73.64451    -2.82   0.007    -354.9223   -60.19768
  _Iforeign_1 |    -419.44   2211.803    -0.19   0.850    -4845.248    4006.368
    _Irep78_2 |     909.88   2319.452     0.39   0.696    -3731.332    5551.092
    _Irep78_3 |     744.72   2144.908     0.35   0.730    -3547.231    5036.671
    _Irep78_4 |     762.56   2306.418     0.33   0.742    -3852.571    5377.691
    _Irep78_5 |    2961.16    2919.27     1.01   0.315    -2880.286    8802.606
_IforXrep_1_2 |          0  (omitted)
_IforXrep_1_3 |        520   2857.738     0.18   0.856     -5198.32     6238.32
_IforXrep_1_4 |    1989.68   2713.246     0.73   0.466    -3439.513    7418.873
_IforXrep_1_5 |          0  (omitted)
     headroom |     -149.2   468.5678    -0.32   0.751    -1086.802     788.402
        _cons |    8893.88   2738.334     3.25   0.002     3414.487    14373.27
-------------------------------------------------------------------------------
. grqreg, cons ci ols olsci
o._IforXrep_1_2 invalid name
r(198);

. d,f

Contains data from http://www.stata-press.com/data/r14/auto.dta
  obs:            74                          1978 Automobile Data
 vars:            21                          13 Apr 2014 17:45
 size:         3,848                          (_dta has notes)
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
              storage   display    value
variable name   type    format     label      variable label
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
make            str18   %-18s                 Make and Model
price           int     %8.0gc                Price
mpg             int     %8.0g                 Mileage (mpg)
rep78           int     %8.0g                 Repair Record 1978
headroom        float   %6.1f                 Headroom (in.)
trunk           int     %8.0g                 Trunk space (cu. ft.)
weight          int     %8.0gc                Weight (lbs.)
length          int     %8.0g                 Length (in.)
turn            int     %8.0g                 Turn Circle (ft.)
displacement    int     %8.0g                 Displacement (cu. in.)
gear_ratio      float   %6.2f                 Gear Ratio
foreign         byte    %8.0g      origin     Car type
_Iforeign_1     byte    %8.0g                 foreign==1
_Irep78_2       byte    %8.0g                 rep78==2
_Irep78_3       byte    %8.0g                 rep78==3
_Irep78_4       byte    %8.0g                 rep78==4
_Irep78_5       byte    %8.0g                 rep78==5
_IforXrep_1_2   byte    %8.0g                 foreign==1 & rep78==2
_IforXrep_1_3   byte    %8.0g                 foreign==1 & rep78==3
_IforXrep_1_4   byte    %8.0g                 foreign==1 & rep78==4
_IforXrep_1_5   byte    %8.0g                 foreign==1 & rep78==5

I have noticed from other posts that there are sometimes problems with grqreg and variable labels but I cannot see any obvious problems.

I would be grateful for any advice.

Thank you,
Martyn

Stata/IC 14.2, 64bit Windows 10

[Nick Cox]

That program has the setting version 8.2. It won't necessarily support factor variable notation.

I think you may need to re-rerun qreg and explicitly name all your predictors which are indicators or interactions.

Conversely, using xi: and factor variable notation together is no longer advised in 14.2 (and some versions back).

[Martyn Sherriff]

Problem solved. Thank you. I used the xi: notation because it was in the help menu and the implicit 14.2 factor notation also failed.

[Yarine Fawaz]

Hello Nick and Martyn, could you describe how you solved your problem? I get the same error, and even if I rename my varibles, I still have the same error message because of the omitted categories: I include one dummy per district. Some districts are omitted in the regression and therefore will appear as "o.district23" for example and this makes grqreg unable to work.
Thanks