[Guest]

Guest:
do you mean something along the following toy-example?

. use "http://www.stata-press.com/data/r14/nlswork.dta", clear
(National Longitudinal Survey. Young Women 14-26 years of age in 1968)

. xtreg ln_wage i.race grade

Random-effects GLS regression Number of obs = 28,532
Group variable: idcode Number of groups = 4,709

R-sq: Obs per group:
within = 0.0000 min = 1
between = 0.3170 avg = 6.1
overall = 0.1970 max = 15

Wald chi2(3) = 2188.49
corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.0000

------------------------------------------------------------------------------
ln_wage | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
race |
black | -.0459478 .0113042 -4.06 0.000 -.0681036 -.0237919
other | .1039604 .0467629 2.22 0.026 .0123068 .195614
|
grade | .0909639 .0020131 45.19 0.000 .0870184 .0949094
_cons | .5143082 .0267741 19.21 0.000 .4618319 .5667845
-------------+----------------------------------------------------------------
sigma_u | .30393641
sigma_e | .32028665
rho | .473825 (fraction of variance due to u_i)
------------------------------------------------------------------------------

. estimates store RE

. xtreg ln_wage i.race grade, fe
note: 2.race omitted because of collinearity
note: 3.race omitted because of collinearity
note: grade omitted because of collinearity

Fixed-effects (within) regression Number of obs = 28,532
Group variable: idcode Number of groups = 4,709

R-sq: Obs per group:
within = 0.0000 min = 1
between = 0.0032 avg = 6.1
overall = . max = 15

F(0,23823) = 0.00
corr(u_i, Xb) = . Prob > F = .

------------------------------------------------------------------------------
ln_wage | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
race |
black | 0 (omitted)
other | 0 (omitted)
|
grade | 0 (omitted)
_cons | 1.674906 .0018962 883.32 0.000 1.67119 1.678623
-------------+----------------------------------------------------------------
sigma_u | .42462341
sigma_e | .32028665
rho | .63737122 (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0: F(4708, 23823) = 8.44 Prob > F = 0.0000

. estimates table FE RE, b(%7.3f) stats(N r2) se

--------------------------------------
Variable | FE RE
-------------+------------------------
race |
black | (omitted) -0.046
| 0.011
other | (omitted) 0.104
| 0.047
|
grade | (omitted) 0.091
| 0.002
_cons | 1.675 0.514
| 0.002 0.027
-------------+------------------------
N | 28532 28532
r2 | 0.000
--------------------------------------
legend: b/se

I mean that the Result of the different Steps of the regression look like this (below) but with standard errors and the other important values I have to concern in the Interpretation

 estimates table step1 step2 step3 step4 step5 step6 step7, b(%7.4f) stats(N r2) star varlabel

---------------------------------------------------------------------------------------------------------------------
                Variable |   step1        step2        step3        step4        step5        step6        step7    
-------------------------+-------------------------------------------------------------------------------------------
              transition |
          1 Veränderung  | -0.0856**    -0.0838**    -0.0838**    -0.0913**    -0.0827**    -0.0458      -0.0178    
Ankerperson: Depressiv~b |              -0.1243***   -0.1219***   -0.1212***   -0.1207***   -0.0548**    -0.0403*    
Ankerperson: Selbstwer~e |              -0.0024      -0.0028      -0.0032      -0.0014       0.0005       0.0030    
Finanzielle Situation ~  |                            0.0138       0.0131       0.0103       0.0080      -0.0012    
Zufriedenheit mit fina~S |                            0.0076       0.0074       0.0085       0.0093*      0.0089*    
                         |
                    move |
                  Umzug  |                                         0.1188**     0.1141**     0.0948**     0.0989**  
Arbeitsstunden pro Woc~  |                                                     -0.0028***   -0.0013*     -0.0006    
Emotionale Wärme in de~n |                                                                   0.2107***    0.1898***  
Monitoring in der Erzi~t |                                                                   0.1764***    0.1547***  
Negative Kommunikation~r |                                                                  -0.1194***   -0.1359***  
Inkonsistente Erziehun~p |                                                                  -0.0432*     -0.0470**  
Kind: Emotionale Wärme~r |                                                                   0.0765***    0.0622***  
Kind: Monitoring in de~n |                                                                   0.0258**     0.0246**  
              Age anchor |                                                                               -0.0167    
Alter des Kindes in Ja~n |                                                                               -0.0128    
Number of all kids liv~a |                                                                                0.0268    
                         |
              stepparent |
        Stiefelternteil  |                                                                                0.0000    
                Constant |  3.7777***    4.0070***    3.9201***    3.9216***    3.9905***    2.1446***    3.1505***  
-------------------------+-------------------------------------------------------------------------------------------
                       N |    4015         4015         4015         4015         4015         4015         4015    
                      r2 |  0.0030       0.0157       0.0169       0.0194       0.0250       0.2241       0.2404    
---------------------------------------------------------------------------------------------------------------------
                                                                             legend: * p<0.05; ** p<0.01; *** p<0.001

[Carlo Lazzaro]

Guest:

use "http://www.stata-press.com/data/r14/nlswork.dta", clear
quietly xtreg ln_wage age
estimates store F1
quietly xtreg ln_wage age i.race
estimates store F2
quietly xtreg ln_wage age, re
estimates store R1
quietly xtreg ln_wage age i.race, re
estimates store R2
estimates table F1 F2 R1 R2, b(%7.3f) stats(N r2) varlabel se

------------------------------------------------------------------
                Variable |   F1        F2        R1        R2    
-------------------------+----------------------------------------
     age in current year |   0.019     0.019     0.019     0.019
                         |   0.000     0.000     0.000     0.000
                    race |                                      
                  black  |            -0.121              -0.121
                         |             0.013               0.013
                  other  |             0.098               0.098
                         |             0.054               0.054
                Constant |   1.120     1.154     1.120     1.154
                         |   0.011     0.012     0.011     0.012
-------------------------+----------------------------------------
                       N |   28510     28510     28510     28510
                      r2 |                                      
------------------------------------------------------------------
                                                           legend: b/se
estimates table F1 F2 R1 R2, b(%7.3f) stats(N r2) star varlabel se
option star may not be combined with se, t, or p
r(198);

Two remarks:
-r2 is left unreported because there are different Rsq for pnel data regression;
-as per the previous error message, -star- and -se- options cannot live together. Hence, it's up to you to choose which one to report.

[Jesse Wursten]

Which version of Stata are you using?

[Guest]

Which version of Stata are you using?

14.0 !

[Jesse Wursten]

14.0 !

If you update to 14.2, the xtistest command should work.