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I am attempting to fit a regression model in Stata. My variables are are all continuous variables of type float.

regress _gdp all_indexn_c 90_days consistent _incpc all_indexn_c#90_days
all_indexn_c:  factor variables may not contain noninteger values
r(452);

How do I fix this issue? I don't have factor variables and I'd like to use float variables in the model.

Cross-posted at statalist.org/forums/forum/general-stata-discussion/general/… It's always courteous to tell people about cross-posting. – Nick Cox Sep 27, 2021 at 8:21

The problem arises because you're asking for an interaction term and if you do that Stata requires you to flag that a variable with non-integer values is continuous. See for example help fvvarlist.

Running this reproducible example shows a similar problem and its fix.

sysuse auto, clear
regress price mpg headroom mpg#headroom
regress price mpg headroom mpg#c.headroom

P.S. Regressions with GDP pc as outcome usually work better on a logarithmic scale.

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