Just follow help manual:
Remarks
If you have set your data with any of the above commands before you mi set them, there is no problem; the settings were automatically
imported. Once you mi set your data, however, you will discover that Stata's other set commands no longer work. For instance, here is
the result of typing stset on an mi set dataset:
. stset ...
no; data are mi set
Use mi stset to set or query these data; mi stset has the same syntax as stset.
Perhaps you did not type stset. Some commands call stset to obtain information about the settings. In that case, that command is
not appropriate for running directly on mi data. Use mi extract to select the data on which you want to run the command, which is
probably m=0.
r(119);
Also, you might sometimes see an error like the one above when you give a command that depends on the data being set by one of Stata's
other set commands. In general, it is odd that you would be running such a command directly on mi data because what you will get will
depend on the mi style of data. Perhaps, however, you are using mi wide data, where the structure of the data more or less corresponds to
the structure of non-mi data, or perhaps you have smartly specified the appropriate if statement to account for the mi style of data you
are using. In any case, the result might be
. some_other_command
no; data are mi set
Use mi XXXset to set or query these data; mi XXXset has the same syntax as XXXset.
Perhaps you did not type stset. Some commands call stset to obtain information about the settings. In that case, that command is
not appropriate for running directly on mi data. Use mi extract to select the data on which you want to run the command, which is
probably m=0.
r(119);
Substitute one of the set commands listed above for XXXset, and then understand what just happened. You correctly used mi XXXset to set
your data, you thought your data were set, yet when you tried to use a command that depended on the data being XXXset, you received this
error.
If this happens to you, the solution is to use mi extract to obtain the data on which you want to run the command -- which is probably
m=0, so you would type mi extract 0 -- and then run the command.
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