Panel data with heteroskedacity and autocorrelation- issue with the xtscc command

[Hira Husnnen]

Dear all,

I have a difference in difference model, a panel dataset, and issues with heteroskedacity and autocorrelation. I was using the xtscc command for it but stata drops the dummy for the treatment group i.e. one of the dummies making the interaction term to assess the difference in difference. I would be grateful if someone could help me figure out how to deal with this issue? Thanks

[Jimmy Squibb]

Can you share your code and a sample of the data? Does this happen when you use reg or xtreg with the same specification?