contrast doesn't work

[Sabrina Muller]

Hello everybody,

I tried to use contrast in order to see if I should use some categorical variables after my regression. I have never used this command before so please let me know if my interpretation of the use of the command is wrong per se.

So I type my regression like:

xtreg yvar xvars i.year year#country year#industry, fe vce(cluster ID)
contrast year#country
contrast year#industry

and get an almost empty table apart from: year#country not testable and denominator = 2708.

What am I doing wrong?

[Phil Bromiley]

You didn't get a quick answer. You'll increase your chances of a useful answer by following the FAQ on asking questions - provide Stata code in code delimiters, readable Stata output, and sample data using dataex. Being able to replicate your problem is extremely helpful and knowing what the data really look like is also helpful. I wonder what your xtreg output looks like for example. Often folks include the main effects when they do the interactions.

I don't see the problem, but I don't use contrast so I could easily miss it. Have you tried doing it interactively?