I'm presently working on analyzing a survey with multiple waves. I've used append to attach the different waves into a single file. I use the following code to generate the file:

Code:
use wave1.dta
gen wave1=1
append using Wave2.dta, gen(wave2)
append using Wave3.dta, gen(wave3)
append using Wave4.dta, gen(wave4)
append using Wave5.dta, gen(wave5)

gen wave=.
replace wave=1 if wave1==1
replace wave=2 if wave2==1
replace wave=3 if wave3==1
replace wave=4 if wave4==1
replace wave=5 if wave5==1
tab wave

reg dv i.wave
The tab command gives me the follow output, showing there are values for every level of wave:
Code:
       wave |      Freq.     Percent        Cum.
------------+-----------------------------------
          1 |      1,163       19.03       19.03
          2 |      1,128       18.46       37.49
          3 |        963       15.76       53.25
          4 |      1,244       20.36       73.60
          5 |      1,613       26.40      100.00
------------+-----------------------------------
      Total |      6,111      100.00
However, my regression output reads as follows:
Code:
------------------------------------------------------------------------------
    DV.     |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
        wave |
          3  |  -.0869578     .07191    -1.21   0.227     -.227933    .0540174
          4  |  -.1621109   .0673337    -2.41   0.016    -.2941147   -.0301071
          5  |   -.071348   .0634911    -1.12   0.261    -.1958186    .0531226
             |
       _cons |   3.231298   .0483972    66.77   0.000     3.136418    3.326178
------------------------------------------------------------------------------
When I specify 2 as the reference category for wave, I get the following output:

Code:
------------------------------------------------------------------------------
    DV.   |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
        wave |
          1  |    .071348   .0634911     1.12   0.261    -.0531226    .1958186
          2  |          0  (empty)
          3  |  -.0156098    .067213    -0.23   0.816    -.1473768    .1161572
          4  |   -.090763   .0622926    -1.46   0.145     -.212884    .0313581
          5  |          0  (omitted)
             |
       _cons |    3.15995   .0410954    76.89   0.000     3.079385    3.240515
------------------------------------------------------------------------------
Can anyone advise as to why Stata isn't giving me a coefficient or standard error for wave 2?