in my panel data analysis, i have two dummy variaibles (all basic 0-1type) in the independent variables along with a few other variables, i have no problem when i run; xtgls y x1 x2 x3 dummy1 dummy2, panels(he).

but when i want to add one more variable to find out the interaction between dummy1 and x2,

so i type: xtgls x1 x2 x3 dummy1 dummy1*x2 dummy2, panels(he),

but it does not work and it is said: variable dummy1*x2 not found
r(111);

can anybody tell me what is wrong with this?

thanks a lot