Hi everyone,

The level(#) option for estimation functions can be used to choose the confidence interval reported in estimate output.
However, while using xtreg (in Stata 15.1) I have been unable to use the level option if the number specified in level(#) is not equal to the default confidence interval size (default is 95).
For example, the following commands using the level option all work fine.
Code:
webuse quad1.dta, clear
xtset id

reg y x2 x3, level(99)
reg y x2 x3 i.id, level(99)
xtreg y x2 x3, level(95)
xtreg y x2 x3, fe level(95)
Setting CI size with "set level #" works fine too.
Code:
set level 99
xtreg y x2 x3
However, when a non-default CI size is chosen for xtreg with the level option,
Code:
set level 95
xtreg y x2 x3, level(99)
set level 99
xtreg y x2 x3, level(95)
the error "option level() not allowed" is returned.

Does anyone have insight into what is going on here?

Thank you,
Jacob