Hello, I think I have a problem identifying issue after running random-effect panel data regression using spxtregress. I ran spxtregress for Panel Spatial Error Model and not quite sure why my dummy year variable (y2005) was omitted. So, I tried to examine the effect of using simple way of looking at the difference of log GDP per capita between base year (2004) and the rest of the periode (2005-2007) due to occurence of natural disaster.

I ran xtregress for comparison and it did just fine. Would anyone help me identify what was wrong with the process? Thank you!

Additional information: I use STATA 15.0 for Windows

Code:
. spxtregress lgdp_pcp y2005 y2006 y2007 
>         dead_prc 
>         y2005_dead_prc y2006_dead_prc y2007_dead_prc 
>         year, re errorlag(wmat);
  (294 observations)
  (126 observations excluded due to missing values)
  (168 observations used)
  (data contain 21 panels (places) )
  (weighting matrix defines 21 places)
note: lgdp_pcp:y2005 omitted because of collinearity
note: lgdp_pcp:y2005_dead_prc omitted because of collinearity
note: lgdp_pcp:y2007_dead_prc omitted because of collinearity
note: lgdp_pcp:_cons omitted because of collinearity

Fitting starting values:

Iteration 0:   log likelihood =  57.911505  
Iteration 1:   log likelihood =   57.94042  
Iteration 2:   log likelihood =  57.940496  
Iteration 3:   log likelihood =  57.940496  

Optimizing concentrated log likelihood:

initial:       log likelihood =  26.544279
improve:       log likelihood =  26.544279
rescale:       log likelihood =  26.544279
rescale eq:    log likelihood =   37.92344
Iteration 0:   log likelihood =   37.92344  
Iteration 1:   log likelihood =  42.978376  
Iteration 2:   log likelihood =  43.020721  
Iteration 3:   log likelihood =  43.020755  
Iteration 4:   log likelihood =  43.020755  

Optimizing unconcentrated log likelihood:

Iteration 0:   log likelihood =  43.020755  
Iteration 1:   log likelihood =  43.020755  (backed up)

Random-effects spatial regression               Number of obs     =        168
Group variable: _ID                             Number of groups  =         21
                                                Obs per group     =          8

                                                Wald chi2(5)      =     489.17
                                                Prob > chi2       =     0.0000
Log likelihood =    43.0208                     Pseudo R2         =     0.0944

--------------------------------------------------------------------------------
      lgdp_pcp |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
---------------+----------------------------------------------------------------
lgdp_pcp       |
         y2005 |          0  (omitted)
         y2006 |   19.68171    11.2663     1.75   0.081    -2.399835    41.76326
         y2007 |   19.68406   11.28865     1.74   0.081    -2.441293    41.80941
      dead_prc |   .0115508   .0070841     1.63   0.103    -.0023337    .0254353
y2005_dead_prc |          0  (omitted)
y2006_dead_prc |  -.0012556   .0032023    -0.39   0.695     -.007532    .0050208
y2007_dead_prc |          0  (omitted)
          year |  -.0089161   .0056161    -1.59   0.112    -.0199234    .0020913
         _cons |          0  (omitted)
---------------+----------------------------------------------------------------
wmat           |
    e.lgdp_pcp |    2.14346   .1849234    11.59   0.000     1.781016    2.505903
---------------+----------------------------------------------------------------
      /sigma_u |    .377704   .0592981                      .2776618    .5137918
      /sigma_e |   .1512049   .0088053                      .1348952    .1694864
--------------------------------------------------------------------------------
Wald test of spatial terms:          chi2(1) = 134.35     Prob > chi2 = 0.0000

. xtreg lgdp_pcp y2005 y2006 y2007 
>         dead_prc 
>         y2005_dead_prc y2006_dead_prc y2007_dead_prc 
>         year, re;

Random-effects GLS regression                   Number of obs     =        257
Group variable: _ID                             Number of groups  =         21

R-sq:                                           Obs per group:
     within  = 0.2149                                         min =          8
     between = 0.0072                                         avg =       12.2
     overall = 0.0781                                         max =         14

                                                Wald chi2(8)      =      63.04
corr(u_i, X)   = 0 (assumed)                    Prob > chi2       =     0.0000

--------------------------------------------------------------------------------
      lgdp_pcp |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
---------------+----------------------------------------------------------------
         y2005 |   .1517669    .094186     1.61   0.107    -.0328343     .336368
         y2006 |   .1831134   .0954493     1.92   0.055    -.0039638    .3701905
         y2007 |   .0616214   .1022244     0.60   0.547    -.1387349    .2619776
      dead_prc |    .000789   .0099109     0.08   0.937     -.018636    .0202141
y2005_dead_prc |  -.0021991   .0063445    -0.35   0.729    -.0146341    .0102359
y2006_dead_prc |   .0058923   .0063114     0.93   0.351    -.0064777    .0182624
y2007_dead_prc |   .0109464   .0034607     3.16   0.002     .0041636    .0177293
          year |   .0240922    .011762     2.05   0.041     .0010392    .0471453
         _cons |  -46.72111   23.55381    -1.98   0.047    -92.88572   -.5564968
---------------+----------------------------------------------------------------
       sigma_u |  .52632943
       sigma_e |  .31472541
           rho |  .73661597   (fraction of variance due to u_i)
--------------------------------------------------------------------------------