I'm trying to save output from several hundred eststo's storing results of bivariate probability models into one excel file using esttab. It works for xtlogit(both ,re and ,pa), xtprobit (both ,re and ,pa) and for the linear probability model xtreg (both standard and ,fe. However, when I use xtreg y x i.year, fe I get the error message too many base levels specified. Google doesn't help me much.
I've been trying for an hour to create a reproducible example but the stata datasets all work fine. It does not seem to be due to the number of years or the fact that different specifications have data for different years. Still, the normal xtreg, fe' works, the problem only appears with time dummies. The weirdest thing is that it works for all subsets of my variables but not for the whole list (again just the time fixed effects specifications).
Does anyone have an idea how to proceed? Using drop(*.year) works whenever the problem does not arise (so in specifications where it works, I get outputs without the year dummies) but does not prevent the too many base levels specified error; ,nobaselevels has no apparent effect as well. Is there a way to remove the time fixed effects from eststo before I pass those on to esttab? Any workaround would be appreciated as well.
