Problems with panel data

[Julianne Morse]

I am new to stata and I trying to run a regression to understand demographic roles in unemployment, but there is too much collinearity to run OLS models or any other model, I started running SEM models but the convergence won't complete, how do I fix this? Or how could I run xtreg models without running into collinearity issues? I am happy to share my data or what I have for do files and such.

[Carlo Lazzaro]

Julianne:
welcome to this forum.
Some comments about your query:
1) please read (and act on) the FAQ on how to post more effectively. Thanks.
2) OLS is not the first tool I would think of when dealing with a panel dataset.
3) collinearity is a matter of the way data were collected and the regression specified. There's no white (or black) magic that can fix it.
4) please note that sharing and example/excerpt of your dataset (via -dataex- as per FAQ again, please) is OP's interest rather than something that should be requested by (potentially) interested listers. Thanks.