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[Phil Hinde]

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. dataex make id DaysAfter VC l_VC d_2009 e_m20_p20p cg_m20_p20p combi_m20_p20p
variable make not found
r(111);

. dataex id DaysAfter VC l_VC d_2009 e_m20_p20p cg_m20_p20p combi_m20_p20p in 1/5
variable combi_m20_p20p not found
r(111);

. dataex id DaysAfter VC l_VC d_2009 e_m20_p20p cg_m20_p20p combi__m20_p20p in 1/5

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* Example generated by -dataex-. To install: ssc install dataex
clear
input int(id DaysAfter) float(VC l_VC d_2009 e_m20_p20p cg_m20_p20p combi__m20_p20p)
1 1 20608.193 9.933444 0 0 0 0
1 2    4888.4  8.49462 0 0 0 0
1 3    2365.1 7.768576 0 0 0 0
1 4 1113.4003 7.015174 0 0 0 0
1 5 1038.7002 6.945725 0 0 0 0
end
------------------ copy up to and including the previous line ------------------

Listed 5 out of 91765 observations

. xtreg l_VC  i.e_m20_p20p##i.cg_m20_p20p##i.d_2009, re

Random-effects GLS regression                   Number of obs     =     91,638
Group variable: id                              Number of groups  =        160

R-sq:                                           Obs per group:
     within  = 0.0003                                         min =         28
     between = 0.0841                                         avg =      572.7
     overall = 0.0573                                         max =        600

                                                Wald chi2(7)      =      41.57
corr(u_i, X)   = 0 (assumed)                    Prob > chi2       =     0.0000

-----------------------------------------------------------------------------------------------
                         l_VC |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
------------------------------+----------------------------------------------------------------
                 1.e_m20_p20p |  -.0619384   .0445417    -1.39   0.164    -.1492386    .0253618
                1.cg_m20_p20p |   1.477089   .4878709     3.03   0.002     .5208795    2.433298
                              |
       e_m20_p20p#cg_m20_p20p |
                         1 1  |   .1816618   .0571906     3.18   0.001     .0695703    .2937532
                              |
                     1.d_2009 |   .2777146   .4466912     0.62   0.534     -.597784    1.153213
                              |
            e_m20_p20p#d_2009 |
                         1 1  |   .1966056   .0574507     3.42   0.001     .0840042    .3092069
                              |
           cg_m20_p20p#d_2009 |
                         1 1  |  -.5789455   .6348865    -0.91   0.362      -1.8233    .6654092
                              |
e_m20_p20p#cg_m20_p20p#d_2009 |
                       1 1 1  |   -.318946   .0768454    -4.15   0.000    -.4695602   -.1683318
                              |
                        _cons |   2.194597   .3709917     5.92   0.000     1.467466    2.921727
------------------------------+----------------------------------------------------------------
                      sigma_u |  1.9265326
                      sigma_e |  1.1342814
                          rho |  .74258446   (fraction of variance due to u_i)
-----------------------------------------------------------------------------------------------