Why are my variables being omitted by Stata?

[Carolina Lopez]

I'm doing a random effects model. I have a dummy per treatment, which would be "Message", "MessageTax", "Tax" and "Donation" which refers to whether or not the experiment included a donation. The data comes from 2 similar experiments, but one was with a donation and the other was not, so the Message, Tax and MessageTax treatments are in both experiments. This appears in Stata when I run this regression:

xtreg q Mensaje MensajeImpuesto Impuesto Donacion Donacion##Mensaje Donacion##MensajeImpuesto Donacion##Impuesto,re

How can I fix it?

[Nick Cox]

Cross-posted at https://stats.stackexchange.com/ques...itted-by-stata

[Clyde Schechter]

The likely problem is that there is some redundancy among the variables message, donation,tax, and message tax such that the values of message and donation are always predictable from tax and message tax. But without seeing example data, I don't think anybody can say anything more specific.

If you want more concrete advice, please post back with example data. Use the -dataex- command to show the example. If you are running version 17, 16 or a fully updated version 15.1 or 14.2, -dataex- is already part of your official Stata installation. If not, run -ssc install dataex- to get it. Either way, run -help dataex- to read the simple instructions for using it. -dataex- will save you time; it is easier and quicker than typing out tables. It includes complete information about aspects of the data that are often critical to answering your question but cannot be seen from tabular displays or screenshots. It also makes it possible for those who want to help you to create a faithful representation of your example to try out their code, which in turn makes it more likely that their answer will actually work in your data.

When asking for help with code, always show example data. When showing example data, always use -dataex-.

Added: Crossed with #2.