Dear statalisters,

I'm usinsg Stata 14, and trying to use the command gsreg to select the variables for my model.

May-data includes observations for 56 political parties across 40 years and 10 countries, so I want to run the model as a linear regression with country fixed effects and standard errors clustered by country-year.

Thus, i use the following gsreg command:


Code:
 gsreg VD VI1 VI2 VI3 VI4 VI5 , sames cmdest(reghdfe) cmdoptions(absorb (country_id) vce (cluster country_id#year)) replace
To my surprise, when I try to run the program stata issues the error message: __000006 not found

A quick google search of the error message told me that "__000006" should be a temporary variable, and that the problem is probably on the user-writen comand. But I've never had similar problems with gsreg before.

Does anybody know how could I adress this problem.

Thankyou very much for your time and help.

Kind regards,

Matteo Giuliani Pedraza