Ok, I'm trying to run a fixed-effects panel in stata.
My regression: (where var1 is the depend. variable)

(PLEASE SEE DATA AT END) - Data pasted from excel into stata via editor
Stata commands were as follows:

"tsset id year"
"gen var1 = ln(x3)"
"gen var2 = ln(var 1[_n-1])"   ie. require ln(x3 i,t-1)
"gen var3 = ln(x2)"
"gen var4 = ln(5 +x1)"

xtreg var1 var2 var3 var4, i(id), fe

Now for the coefficient on var2 I get 0.177, and I'm looking for
something around the 0.5 region. I've gone wrong somewhere -  can
someone please help???
It's pretty urgent as I need this by Thursday morning at latest. If it
helps, I'm trying to estiamte the model on page 1146 for OECD
countries, (but with my own data) in Islam's paper: "Growth Empirics:
A Panel Data Approach" (1995)
I'm online all the time, so if necessarty, I can clarify things  beforehand.

Thanks for your help,

Martin
id	Year	    x1	              x2            x3
69	1980	1.662461763	14.98616639	17366.351
69	1985	1.751607907	11.13300528	16621.06196
69	1990	1.687373049	9.304076135	27174.53416
69	1995	1.145010297	11.69968344	30926.21307
69	2000	1.287333281	13.37070116	30192.66929
70	1980	0.822325571	19.58621955	16393.97505
70	1985	0.810340975	15.2813291	13144.98494
70	1990	0.524329844	13.18757172	30948.48975
70	1995	0.535188192	16.75931281	43827.01387
70	2000	0.210425117	15.7938949	35069.97475
71	1980	0.602471123	21.51876931	18890.07907
71	1985	0.450791288	18.81103302	12464.20844
71	1990	0.109973609	17.44272923	29622.43449
71	1995	0.188184945	16.84773807	41116.6454
71	2000	0.143463565	16.66518245	33698.04446
72	1980	1.793759025	13.47103394	15883.10011
72	1985	1.13896003	10.38388336	19731.97361
72	1990	1.329878954	10.02094259	30365.61038
72	1995	1.011132436	10.51075658	29259.80686
72	2000	1.090468632	12.83921854	33940.05624
73	1980	0.477478563	15.80453557	20635.75266
73	1985	0.474309767	14.65851051	17595.00342
73	1990	0.33966525	10.00934545	38504.07008
73	1995	0.395259882	11.23964728	51179.45169
73	2000	0.16514965	7.732210879	44379.18977
74	1980	0.423406049	20.10184597	16151.36943
74	1985	0.533425877	17.03576594	16286.31437
74	1990	0.17987329	15.98985483	40788.69617
74	1995	0.318379132	14.12707098	38004.6729
74	2000	0.300608318	13.51151556	34586.6218
75	1980	0.893883928	22.8138795	19857.92277
75	1985	0.961587541	19.68265195	14615.15092
75	1990	0.522867504	19.65530273	32582.27016
75	1995	0.285397244	15.93692676	41063.60444
75	2000	0.236410263	16.32833599	34134.14132
76	1980	1.32316342	20.73041017	7904.237485
76	1985	0.922498984	19.56876374	6319.746039
76	1990	0.995140916	21.41446384	12340.93113
76	1995	0.903410832	16.741426	16436.26653
76	2000	0.442745708	17.34889112	15296.49573
77	1980	1.6190352	14.66842754	10467.50384
77	1985	0.984051537	13.11345854	9644.005897
77	1990	0.52640211	13.47451789	22004.14509
77	1995	1.573243946	15.01458907	28639.96061
77	2000	2.010459298	16.43950604	37062.08373
78	1980	0.68755784	18.83731856	12316.87681
78	1985	0.85343638	17.14138777	11127.02382
78	1990	0.326057221	19.51414315	28247.96617
78	1995	0.200326573	21.82167717	27807.58652
78	2000	-0.29931545	17.18042319	27566.33909
79	1980	0.801608658	22.79975178	13501.75246
79	1985	0.915264718	18.50416861	16474.29537
79	1990	0.723636851	19.17730187	35344.51147
79	1995	0.19249092	22.90417495	60613.2475
79	2000	-0.145385709	19.08132976	54827.36543
80	1980	1.387616421	14.94607015	19026.16294
80	1985	1.025591315	11.06662356	13313.43306
80	1990	0.75005838	9.991219054	28602.29705
80	1995	0.432385881	15.01848763	39256.06623
80	2000	0.500530203	16.40487928	34288.62992
81	1980	0.828691467	20.71323278	11601.11144
81	1985	1.311964138	20.45743036	10716.73514
81	1990	1.3691672	18.28935167	19337.00316
81	1995	1.352106185	19.59779156	25288.2837
81	2000	0.900292987	20.21200377	20582.89207
82	1980	0.587584723	15.61925349	24668.24692
82	1985	0.682825353	11.2998007	23825.56852
82	1990	0.543734919	9.963804811	42244.72488
82	1995	0.525269517	11.79609955	52537.70169
82	2000	0.674729984	16.59774348	57349.30306
83	1980	1.462021324	19.39049446	4808.80038
83	1985	0.692344139	10.83176142	3804.655031
83	1990	0.24932822	14.84951396	10872.80679
83	1995	0.165472127	18.03693854	16241.68266
83	2000	1.032193538	18.57355586	15384.17332
84	1980	1.224982892	17.50583952	9429.244045
84	1985	1.067391322	14.1583388	6892.579016
84	1990	0.755676566	12.92168201	19659.18951
84	1995	0.591949849	11.73567215	21807.56001
84	2000	0.647429503	10.58827526	20354.88874
85	1980	0.255875886	18.00839687	24331.0159
85	1985	0.220629595	16.16479109	19377.70035
85	1990	0.47660532	15.96377273	43624.07581
85	1995	0.412345421	15.32120281	44019.86808
85	2000	0.273147601	14.41038065	41946.34968
86	1980	0.496489298	15.48425823	26419.38091
86	1985	0.941437445	13.88066924	22534.61193
86	1990	0.952530759	14.10603859	51114.72784
86	1995	0.641787638	14.00834142	65537.35073
86	2000	0.224554799	17.41319943	50647.46892
87	1980	2.612506141	17.82209964	2843.972229
87	1985	3.50641537	15.35851228	2251.386322
87	1990	2.741307328	16.79774136	4417.057814
87	1995	2.819981075	18.63495028	4297.528683
87	2000	2.376735812	13.4780134	4493.247857
88	1980	0.484872291	23.73434618	14863.17762
88	1985	0.544248613	21.78829843	12241.47715
88	1990	0.171420325	23.40476948	26392.5887
88	1995	0.177399289	17.48076441	30017.22473
88	2000	0.2890547	19.05241986	37523.02325
89	1980	1.510727766	16.39963029	18387.85317
89	1985	0.907081959	12.01908341	26494.88105
89	1990	0.845319833	12.206305	35104.42998
89	1995	1.224515978	14.20890757	42224.98562
89	2000	1.382534638	12.96683686	52391.32554

I think I can help you.  But on the chance that I fail, you should
post the response to the STATA list. 
http://www.stata.co.uk/statalist/archive/2004-03/msg00913.html


They give the best + quickest stata answers.  In any case, I will post
the answer for you + let you know if anyone responds.  In the mean
time, I ran the reg.... it gives:


What makes you think that the coefficient should be different.  And
are you sure (A) it is sorted correctly, for the comparison or (B)
that the alpha in the comparison should not be suppressed?


Fixed-effects (within) regression               Number of obs      =       104
Group variable (i): id                          Number of groups   =        21

R-sq:  within  = 0.2922                         Obs per group: min =         4
       between = 0.6355                                        avg =       5.0
       overall = 0.5128                                        max =         5

                                                F(3,80)            =     11.01
corr(u_i, Xb)  = 0.1241                         Prob > F           =    0.0000

------------------------------------------------------------------------------
        var1 |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
        var2 |   1.695956   .7435802     2.28   0.025     .2161844    3.175728
        var3 |  -.3347539   .3055378    -1.10   0.277    -.9427935    .2732857
        var4 |  -3.846108   .8204631    -4.69   0.000    -5.478882   -2.213335
       _cons |   13.74449   2.186936     6.28   0.000     9.392346    18.09663
-------------+----------------------------------------------------------------
     sigma_u |  .34304677
     sigma_e |  .40467815
         rho |  .41813102   (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0:     F(20, 80) =     2.44              Prob > F = 0.0027

I'm going to venture a guess that you go to Bristol University?