Hello I am facing a problem with my regression and any help would be nice.
I follow the following commands:
  1. Xtset panel year id1
(Id1 are the unique observation and year is the time invariant factor)
Than I try running the regression with the following command:
  1. areg mig_dummy lagSPEI i.age_cat_5 i.wealth_index i.Gender, absorb(id1)
where i.age_cat_5 is age in 5 year categories, wealth index is in 3 categories and Gender is in three categories. However when I run the regression I get the problem:

. areg mig_dummy lagSPEI i.age_cat_5 i.wealth_index i.Gender, absorb(id1)
note: 20.age_cat_5 omitted because of collinearity
note: 25.age_cat_5 omitted because of collinearity
note: 30.age_cat_5 omitted because of collinearity
note: 35.age_cat_5 omitted because of collinearity
note: 40.age_cat_5 omitted because of collinearity
note: 45.age_cat_5 omitted because of collinearity
note: 50.age_cat_5 omitted because of collinearity
note: 55.age_cat_5 omitted because of collinearity
note: 60.age_cat_5 omitted because of collinearity
note: 65.age_cat_5 omitted because of collinearity
note: 3.wealth_index omitted because of collinearity
note: 4.wealth_index omitted because of collinearity
note: 2.Gender omitted because of collinearity

Could anyone tell me what am I doing wrong? Is my id corelated to the panel specifying variable? What are the remedies which you suggest at this stage.