error type r133

[Vincent Hitchins]

Hi, i got an error type r133, which also prevents me from my outreg2 output. Does anyone know how to solve this or what the issue at hand is? Thanks.

xi: xtreg DAC Dummy_Short_Horizon AT LEVERAGE ROA MTB TotalInstOwnershipdecimal HerfindahlHirschmannde
> cimal i.Year, re
i.Year            _IYear_2003-2017    (naturally coded; _IYear_2003 omitted)
note: _IYear_2017 omitted because of collinearity

Random-effects GLS regression                   Number of obs     =      1,695
Group variable: ID                              Number of groups  =        131

R-sq:                                           Obs per group:
     within  = 0.4376                                         min =          2
     between = 0.2193                                         avg =       12.9
     overall = 0.3006                                         max =         14

                                                Wald chi2(20)     =    1235.81
corr(u_i, X)   = 0 (assumed)                    Prob > chi2       =     0.0000

---------------------------------------------------------------------------------------------
                        DAC |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
----------------------------+----------------------------------------------------------------
        Dummy_Short_Horizon |   .0012791   .0032711     0.39   0.696    -.0051322    .0076903
                         AT |   1.39e-08   2.80e-08     0.50   0.619    -4.10e-08    6.88e-08
                   LEVERAGE |  -.0170471   .0036467    -4.67   0.000    -.0241946   -.0098997
                        ROA |   .1816312   .0074999    24.22   0.000     .1669317    .1963308
                        MTB |  -1.99e-06   4.39e-06    -0.45   0.650    -.0000106    6.62e-06
  TotalInstOwnershipdecimal |    .009497   .0049598     1.91   0.056    -.0002241    .0192181
HerfindahlHirschmanndecimal |  -.0437421    .039203    -1.12   0.265    -.1205785    .0330943
                _IYear_2004 |   -.027646   .0022786   -12.13   0.000    -.0321119   -.0231801
                _IYear_2005 |  -.0229846   .0022581   -10.18   0.000    -.0274104   -.0185588
                _IYear_2006 |  -.0234988    .002209   -10.64   0.000    -.0278283   -.0191692
                _IYear_2007 |   -.015903   .0021894    -7.26   0.000    -.0201941    -.011612
                _IYear_2008 |   -.012077   .0021579    -5.60   0.000    -.0163063   -.0078476
                _IYear_2009 |  -.0059627   .0021674    -2.75   0.006    -.0102108   -.0017146
                _IYear_2010 |  -.0111995   .0021266    -5.27   0.000    -.0153675   -.0070315
                _IYear_2011 |  -.0087064   .0021177    -4.11   0.000    -.0128571   -.0045558
                _IYear_2012 |  -.0049376   .0021176    -2.33   0.020    -.0090881   -.0007871
                _IYear_2013 |  -.0020316   .0021205    -0.96   0.338    -.0061878    .0021246
                _IYear_2014 |  -.0008759   .0020947    -0.42   0.676    -.0049816    .0032297
                _IYear_2015 |   .0027373   .0020774     1.32   0.188    -.0013343    .0068089
                _IYear_2016 |   .0021392   .0020759     1.03   0.303    -.0019295     .006208
                _IYear_2017 |          0  (omitted)
                      _cons |  -.0362637    .006483    -5.59   0.000    -.0489701   -.0235573
----------------------------+----------------------------------------------------------------
                    sigma_u |  .02475409
                    sigma_e |  .01650811
                        rho |  .69216871   (fraction of variance due to u_i)
---------------------------------------------------------------------------------------------

. 
. local chi2model =  chi2tail(`e(g_max)',`e(chi2)') //Store the p-value of the F statistic.   
unknown function ()
r(133);

. 
. outreg2 using OLS.doc, addstat( R-squared, e(r2_w), overall R-squared, e(r2_o), ///
) required
r(100);

. `replace' Wald chi2-statistic, e(chi2), p(chi2), ///
command Wald is unrecognized
r(199);

. `chi2model') bdec(4) bfmt(f) sdec(4) sfmt(f) adec(4) afmt(f) ctitle() word
) is not a valid command name
r(199);

[William Lisowski]

You apparently copied your commands and pasted them into Stata's command window, rather than running the from a do-file.

The only comment notation supported in the Command window is the asterisk at the beginning of the line. If you remove the comment, the local command will run.

However, continuation lines are not allowed within the Command window, so your outreg2 command will continue to fail.

[Vincent Hitchins]

Thanks, it works now!