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Attaullah Shah
Post count: 69

Thanks for reporting this. Turns out that the R2 statistic is causing this problem. R2 is the default statistic and if another R2 is entered, it causes the error. For time being, you can drop R2. I shall update asdoc to handle this error.

sysuse auto, clear
asdoc reg price mpg rep78 headroom i.foreign , robust replace nest ///
    drop(i.foreign ) cnames(Pooled OLS) save(Regressions1) /// 
    add(Time Dummy, YES) font(Times New Roman) fs(10) dec(4) ///
    stat(N, df_m, df_r, F)