Stata 15 insufficient observations

[Vojtech Olbrecht]

Hi,

I have recently updated Stata to version 15 (from 14) and discovered that this command below does not work even though there was no problem in Stata 12-14:

qui sum dtfp, detail
xtreg dtfp legy##legi i.year if ( dtfp > r(p1) & dtfp < r(p99) ), fe cluster(company)

where dtfp is my dependant variable, legy/legi is industry/time interaction...

What I want to do is to get rid of extremes (more than 99th percentile and less than 1th percentile of dependent variables but I do not want the observations as I use them in following commands...
Stata 14 always run this with no problem, Stata 15 gives 2001 error of insufficient observations...

Can you please help me of what I should do to run this properly? What is different with Stata 15?

Thanks

Vojtech

[Nick Cox]

Try this

 
 qui sum dtfp, detail gen wanted = dtfp > r(p1) & dtfp < r(p99) xtreg dtfp legy##legi i.year if wanted, fe cluster(company)

[Nick Cox]

That should read as three lines:

qui sum dtfp, detail  
gen wanted = dtfp > r(p1) & dtfp < r(p99)  
xtreg dtfp legy##legi i.year if wanted, fe cluster(company)

[Vojtech Olbrecht]

That works perfectly and is even quickier as I run more regressions without the same outliers. Thank you very much, Nick!