must specify panelvar; use xtset!

[Theofanis Nikolopoulos]

must specify panelvar; use xtset!

What does it mean? Stata stopped with no reason to regress and show in every effort for regression that result.

[Clyde Schechter]

If you are using any of Stata's -xt- regression commands, or a small number of other commands, you must declare your panel variable using the -xtset- command first. -xtset- will also allow you to declare a time variable, but you do not need to do so unless you are going to also be using lag/lead/difference operators or models with autoregressive structure.

The syntax for -xtset- is very simple. It's just -xtset panelvar- or, optionally, -xtset panelvar timevar-. (Replace the italicized terms with the actual names of the panel variable or time variable.)

[Theofanis Nikolopoulos]

Thank you Prof. Schechter !