xtfmb function, unknown egen function group()

[Jie Huang]

Hi there, I am having some issues for xtfmb function.
My command is xtfmb y x1 x2 x3, verbose.
Also, I run tsset(firm year) before running xtfmb command.
Yet, while I run the xtfmb command,
I get this result:
unknown egen function group()
r(133);
How can I solve this problem?Pls help! Thanks

[Nick Cox]

Variants on this question have appeared several times on Statalist e.g. https://www.statalist.org/forums/for...-function-egen

https://www.statalist.org/forums/for...568371-psgraph

The likely diagnosis -- no one to my knowledge has suggested any other -- is this.

1. xtfmb is a community-contributed command and not the problem.

2. A copy of Stata purchased from StataCorp or any of its official distributors would not show this problem. At some point, someone pirated Stata, you have a copy of that, and this is a tell-tale sign that your Stata is not installed correctly.

3. Conversely, if you (or your institution) did purchase Stata directly, get in touch with StataCorp technical support citing your licence|license information to discuss the problem.

[Attaullah Shah]

Please try asreg and see whether you get the same error

ssc install asreg
webuse grunfeld, clear
tsset company year
webuse grunfeld, clear
tsset company year
asreg invest mvalue kstock , fmb first

You should get the following results

      +----------------------------------------------------------------------+
      | _TimeVar   _obs       _R2    _adjR2   _b_mva~e   _b_kst~k      _Cons |
      |----------------------------------------------------------------------|
      |     1935     10   .865262    .84842    .102498   -.001995    .356033 |
      |     1936     10   .696394   .658443    .083707   -.053641    15.2189 |
      |     1937     10   .663763   .621733    .076514    .217722   -3.38647 |
      |     1938     10   .705577   .668774    .068018    .269115   -17.5819 |
      |     1939     10   .826602   .804927    .065522    .198665   -21.1542 |
      |     1940     10   .839255   .819162    .095399    .202291   -27.0471 |
      |     1941     10   .856215   .838242    .114764    .177465   -16.5195 |
      |     1942     10   .857307    .83947    .142825    .071024   -17.6183 |
      |     1943     10   .842064   .822322     .11861    .105412   -22.7638 |
      |     1944     10   .875515   .859954    .118164    .072207   -15.8281 |
      |     1945     10   .906797   .895147    .108471    .050221   -10.5197 |
      |     1946     10   .894752   .881596    .137948    .005413   -5.99066 |
      |     1947     10   .891239   .877644    .163927   -.003707   -3.73249 |
      |     1948     10   .788823   .762426    .178667   -.042556    8.53881 |
      |     1949     10   .863257   .846164    .161596   -.036965    5.17829 |
      |     1950     10   .857714   .839928    .176217   -.022096   -12.1747 |
      |     1951     10   .873773   .857995    .183141   -.112057    26.1382 |
      |     1952     10   .846122   .826888    .198921   -.067495    7.29284 |
      |     1953     10   .889261   .875418    .182674    .098753   -50.1525 |
      |     1954     10    .89845   .885756    .134512    .331375   -133.393 |
      |----------------------------------------------------------------------|
 Mean |   1944.5     10   .836907    .81652    .130605    .072958    -14.757 |
      +----------------------------------------------------------------------+

Fama-MacBeth (1973) Two-Step procedure           Number of obs     =       200
                                                 Num. time periods =        20
                                                 F(  2,    19)     =    195.04
                                                 Prob > F          =    0.0000
                                                 avg. R-squared    =    0.8369
                                                 Adj. R-squared    =    0.8165
------------------------------------------------------------------------------
             |            Fama-MacBeth
      invest |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
      mvalue |   .1306047   .0093422    13.98   0.000     .1110512    .1501581
      kstock |   .0729575   .0277398     2.63   0.016     .0148975    .1310176
       _cons |  -14.75697   7.287669    -2.02   0.057    -30.01024     .496295
------------------------------------------------------------------------------

.

You can find more on asreg here https://fintechprofessor.com/2017/12...ions-in-stata/