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

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Julia Cagé
Assistant Professor of Economics
Sciences Po Paris, Department of Economics
https://sites.google.com/site/juliacagehomepage/
Email: julia.cage@sciencespo.fr