Code

[amalie larsen]

Hello everybody,

im new user for STATA

Im curious. I have panel data I ran this code in my difference in differences regression

STATA Command for output findings

reg dep.var Time Treated DID Capitalization Deposits logGDP Inflation HHI Liquidity Size, robust

However since I have a paneldata I came to the conclusion, that I should use xtreg. But here is my issue, it keeps sayin this whenever I try and rund it. RWA is my dependent variable

xtreg RWA i.Treated##i.Time Capitalization Liquidity Deposits Inflation HHI Size logGDP, robust

the panel variable RWA may not be included as an independent variable
r(198);

Could anyone help

[Carlo Lazzaro]

Amalie:
how did you -xtset- your dataset?

[amalie larsen]

Uh, im sorry im not sure how I should xtset it? how do I do?

[Carlo Lazzaro]

Amalie:
you could not have run -xtreg. without -xtset- ting your dataset beforehand.
That said, if you have panel data, you should have:
a) a -panelvar- (firms or whatever else):
b) a -timevar- (years, months, waves of data, else);
c) via -xtset- you're telling Stata that you're going to deal with a panel dataset;
d)

xtset panelvar timevar