Invalid varname

[Raul Athwall]

Using this code to account for seasonality and heteroscedasticity, I have regressed 50 search terms on weekday and month dummies, using robust standard errors:

 foreach var of varlist ldiffcost_w-ldiffexpense_w {
  2. regress `var' ib12.month ib0.day, robust
  3. predict `var'_resid, residuals
  4. }

I am encountering this issue

ldiffCompetitiveadvantage_w_resid invalid varname
r(198);

[FernandoRios]

That basically says you "broke" Stata.
Stata allows for variable names of UP to 32 characters. 33 is too long, and Stata is telling you exactly that.
Fernando