On Sat, 15 Nov 2008, Mariusz Doszy�^D wrote:
 I'm sorry I've forgotten to add example. This time I've
attached
 data file.  I think that there is something wrong with my data
 set.
 When I run script:
 panel c const y r time
 omit --auto
 there is information about error in data but I don't know why. 
Ah, this probably has something to do with the fact that your
model is not straight OLS but fixed effects.  I'll take a closer
look.
Allin.