Hi everyone,

I am having an issue with the command tfdiff.
My data is more or less as follow:
number1 w wmb_yieldtomat_w home_bias price_change
9.546813 0 . 1 .
9.546813 1 2.890384 1 -.0039215
15.75315 0 . 1 -.0248645
15.72894 1 2.890384 0 -.0172681
15.73642 . 3.491256 0 .0081633
My code is the following:

Code:
tfdiff number1 w wmb_yieldtomat_w home_bias  price_change, model(fe) pvar(id3_n) tvar(yearq) t(205) test_pt graph ci(10) vce(r)   datatype(panel)  save_graph(second) save_results(secondresults)
And this is the result I get:
Code:
***********************************************************
Data type: PANEL
***********************************************************


***********************************************************
Model type: Fixed-effect
***********************************************************
       panel variable:  id3_n (unbalanced)
        time variable:  yearq, 2010q3 to 2012q4, but with gaps
                delta:  1 quarter
note: 1.w omitted because of collinearity
note: home_bias omitted because of collinearity

Fixed-effects (within) regression               Number of obs     =      3,862
Group variable: id3_n                           Number of groups  =        584

R-sq:                                           Obs per group:
     within  = 0.0705                                         min =          1
     between = 0.0117                                         avg =        6.6
     overall = 0.0001                                         max =          9

                                                F(18,583)         =      20.62
corr(u_i, Xb)  = -0.0414                        Prob > F          =     0.0000

                                    (Std. Err. adjusted for 584 clusters in id3_n)
----------------------------------------------------------------------------------
                 |               Robust
         number1 |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-----------------+----------------------------------------------------------------
           1._D2 |   -.038436   .0354251    -1.08   0.278    -.1080123    .0311404
           1._D3 |  -.0440267   .0330545    -1.33   0.183    -.1089471    .0208936
           1._D4 |  -.0691565   .0516174    -1.34   0.181    -.1705352    .0322222
           1._D5 |    .059172   .0502553     1.18   0.240    -.0395314    .1578755
           1._D6 |   .0642306     .05753     1.12   0.265    -.0487607    .1772218
           1._D7 |   .1600005   .0826168     1.94   0.053    -.0022624    .3222633
           1._D8 |   .0763025   .0636309     1.20   0.231    -.0486712    .2012762
           1._D9 |   .1013734   .1106962     0.92   0.360    -.1160386    .3187854
                 |
           w#_D2 |
            1 1  |    .064431     .04028     1.60   0.110    -.0146806    .1435427
                 |
           w#_D3 |
            1 1  |   .0501389   .0424865     1.18   0.238    -.0333064    .1335842
                 |
           w#_D4 |
            1 1  |   .0894614   .0665832     1.34   0.180    -.0413107    .2202336
                 |
           w#_D5 |
            1 1  |  -.0189698   .0674356    -0.28   0.779     -.151416    .1134764
                 |
           w#_D6 |
            1 1  |  -.0301453   .0747931    -0.40   0.687    -.1770421    .1167515
                 |
           w#_D7 |
            1 1  |   -.094693   .0910507    -1.04   0.299    -.2735204    .0841344
                 |
           w#_D8 |
            1 1  |  -.0068193   .0814428    -0.08   0.933    -.1667764    .1531378
                 |
           w#_D9 |
            1 1  |  -.0342146   .1106269    -0.31   0.757    -.2514905    .1830613
                 |
wmb_yieldtomat_w |   .0102767   .0232727     0.44   0.659    -.0354317    .0559852
                 |
    price_change |  -1.136883   .0986639   -11.52   0.000    -1.330663   -.9431027
           _cons |   15.51641   .0873608   177.61   0.000     15.34483    15.68799
-----------------+----------------------------------------------------------------
         sigma_u |  2.5591567
         sigma_e |   .4783128
             rho |  .96624655   (fraction of variance due to u_i)
----------------------------------------------------------------------------------


-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
******************************************************************************
**************** TEST FOR 'PARALLEL TREND' ***********************************
******************************************************************************
Null to be tested:
_b[1.w]=_b[1.w#1._D2]=0

 ( 1)  1o.w - 1.w#1._D2 = 0
 ( 2)  1o.w = 0
       Constraint 2 dropped

       F(  1,   583) =    2.56
            Prob > F =    0.1102

RESULT: 'Parallel-trend' passed

******************************************************************************

1.w#1._D10 not found
r(111);
I have absolutely no clue how to fix this error message (1.w#1._D10 not found r(111); ). Would anyone have an idea?

Thanks a lot,
Pierre