command xtscc is unrecognized

[Katerina Petrou]

Dear all,


I have an unbalanced panel data with 150 countries and 51 years. I work with time and country fixed effects.
I used the following command:
forvalues y = 1/6 {
xtscc f`y' l(0/2)shock l(1/2)f1 l(1/2)a1 l(1/2)u1 i.year , fe

replace b_f = _b[shock] if _n==`y'+1
replace se_f = _se[shock] if _n==`y'+1
}

However, I get this:
command xtscc is unrecognized

Does anyone know why is this the case? Any feedback is hugely appreciated.

Kind Regards,
Katerina
Stata/SE 16.0

[Andrew Musau]

Have you the command installed? If not,

ssc install xtscc

[Katerina Petrou]

Thank you Andrew Musau and sorry but I am quite new in Stata! Now it is working.