Re: [clarify] question on using estsimp with mi() and FE

Hi all, I have an issue with the combined use of Clarify/Amelia and I don't know how to solve it. Basically, I am estimating a sureg model for electoral data with district and election FE. If I run the following model, everything works well: xi : estsimp sureg (lvotesP1 controls i.yearst i.district) (lvotesP2 controls i.yearst i.district) (lvotesP3 controls i.yearst i.district), sims(1000) However, as soon as I add the mi() option (I multiply imputed the missing voting data and I want to use the information from all the datasets) then I got an error message linked to the FE (I have no problem when no FE are not included): variable _Iyearst_2 not found (and I cannot enter the FE manually because Stata only supports a limited number of variables) Note that this is not linked to my yearst variable; if I only use the district FE, I got the same error message but for _Idistrict_2 Could you please let me know what I should do to fix this issue? Thanks! Best, Julia -------------------------------------------- Julia Cagé Assistant Professor of Economics Sciences Po Paris, Department of Economics https://sites.google.com/site/juliacagehomepage/ Email: julia.cage(a)sciencespo.fr