Hi all,

I am trying to use xtscc in interaction and Stata won't recognize the command. This issue was discussed previously and there was even an example posted but when I use the same data set and the code Stata returns an error message (please see below). As recommended in the post (which is less than 2 months old) I made sure that my version is the latest (1.4) but unfortunately neither the example data not my data set can be used to crease interaction. Thank you in advance for any suggestions

This is the code and the results that I am getting

webuse grunfeld

tsset company year
panel variable: company (strongly balanced)
time variable: year, 1935 to 1954
delta: 1 year

xtscc invest i.company##c.mvalue

1b: operator invalid
r(198);