Regression - No Observations r(2000) no missing observations, no strings

[Maddie Adelman]

Hi! I am attempting to run a linear regression but keep getting an r(2000) error - no observations. I double checked all variables of interest are floats/int and there are no missing observations (using program/command mdesc). Any thoughts on what else I can do to get the regression to work? Using STATA 15 and there are a total of 133,515 observations.

The regression I am attempting to run is: xtreg std_Fi std_Fj_1 std_SameReg std_C4_3 c.std_Fj_1#c.std_SameReg c.std_Fj_1#c.std_C4_3

Variable Descriptions
std_Fi - standardized number of deals engaged in by Firm i
std_Fj_1 - standardized one year lag of number of deals engaged in by Firm j
std_SameReg -standardized same region for Firm i and Firm j
std_C4_3 - standardized concentration of top 4 firms in industry i

* Example generated by -dataex-. To install: ssc install dataex
clear
input float(std_Fi std_Fj_1 std_SameReg std_C4_3) int Yeari
 -.3780107 -.6447664 1.1913071   -.485076 2002
 -.9115192 -.6447664  -.839414 -1.2390416 2002
 -.9115192 -.6447664 1.1913071   .8765632 2002
  -.644765 -.6447664  -.839414   -.485076 2002
  -.644765 -.6447664  -.839414   -.485076 2002
  -.644765 -.6447664 1.1913071   -.485076 2002
 -.9115192 -.6447664  -.839414   -.485076 2002
-.11125645 -.6447664 1.1913071   -.485076 2002
 -.3780107 -.6447664 1.1913071  -.8564322 2002
 -.9115192 -.6447664 1.1913071 -1.1715223 2002
-.11125645 -.6447664  -.839414   -.485076 2002
 -.3780107 -.6447664  -.839414   -.485076 2002
 -.3780107 -.6447664  -.839414   .8765632 2002
  -.644765 -.6447664 1.1913071   -.485076 2002
-.11125645 -.6447664  -.839414   -.485076 2002
 2.0227776 -.6447664 1.1913071   -.901445 2002
  -.644765 -.6447664  -.839414   -.485076 2002
 -.3780107 -.6447664 1.1913071   -.485076 2002
-.11125645 -.6447664 1.1913071   -.485076 2002
 -.9115192 -.6447664 1.1913071 -1.2390416 2002
   .422252 -.6447664  -.839414 -1.2390416 2002
 -.9115192 -.6447664 1.1913071   -.485076 2002
   .422252 -.6447664  -.839414   -.485076 2002
 -.3780107 -.6447664  -.839414   -.485076 2002
 -.9115192 -.6447664 1.1913071   -.485076 2002
  .1554978 -.6447664  -.839414   -.485076 2002
 -.3780107 -.6447664  -.839414 -1.2390416 2002
-.11125645 -.6447664  -.839414 -1.2390416 2002
  -.644765 -.6447664  -.839414   -.485076 2002
  -.644765 -.6447664  -.839414   -.485076 2002
  -.644765 -.6447664  -.839414   -.485076 2002
-.11125645 -.6447664 1.1913071   -.485076 2002
-.11125645 -.6447664  -.839414   -.485076 2002
   .422252 -.6447664  -.839414   -.485076 2002
-.11125645 -.6447664  -.839414   -.485076 2002
  .1554978 -.6447664  -.839414   .8765632 2002
 -.9115192 .15549286 1.1913071   .8765632 2002
   .422252 .15549286  -.839414   -.485076 2002
  .1554978 .15549286  -.839414   .8765632 2002
  -.644765 .15549286  -.839414   -.485076 2002
-.11125645 .15549286  -.839414   -.485076 2002
 -.9115192 .15549286  -.839414 -1.2390416 2002
 -.9115192 .15549286 1.1913071   -.485076 2002
-.11125645 .15549286  -.839414   -.485076 2002
-.11125645 .15549286  -.839414 -1.2390416 2002
-.11125645 .15549286  -.839414   -.485076 2002
 2.0227776 .15549286 1.1913071   -.901445 2002
-.11125645 .15549286 1.1913071   -.485076 2002
 -.9115192 .15549286 1.1913071   -.485076 2002
 -.3780107 .15549286  -.839414   -.485076 2002
 -.9115192 .15549286 1.1913071 -1.1715223 2002
 -.9115192 .15549286  -.839414   -.485076 2002
  -.644765 .15549286 1.1913071   -.485076 2002
 -.3780107 .15549286  -.839414   -.485076 2002
 -.3780107 .15549286 1.1913071   -.485076 2002
-.11125645 .15549286 1.1913071   -.485076 2002
  -.644765 .15549286  -.839414   -.485076 2002
 -.3780107 .15549286  -.839414   .8765632 2002
  -.644765 .15549286  -.839414   -.485076 2002
-.11125645 .15549286  -.839414   -.485076 2002
 -.3780107 .15549286 1.1913071   -.485076 2002
  -.644765 .15549286  -.839414   -.485076 2002
  -.644765 .15549286 1.1913071   -.485076 2002
  -.644765 .15549286  -.839414   -.485076 2002
 -.3780107 .15549286  -.839414 -1.2390416 2002
-.11125645 .15549286 1.1913071   -.485076 2002
 -.9115192 .15549286 1.1913071 -1.2390416 2002
 -.3780107 .15549286 1.1913071  -.8564322 2002
  -.644765 .15549286  -.839414   -.485076 2002
   .422252 .15549286  -.839414   -.485076 2002
  .1554978 .15549286  -.839414   -.485076 2002
   .422252 .15549286  -.839414 -1.2390416 2002
 -.3780107 -.6447664 1.1913071   -.485076 2002
 -.9115192 -.6447664 1.1913071   .8765632 2002
  .1554978 -.6447664  -.839414   -.485076 2002
 -.9115192 -.6447664 1.1913071 -1.2390416 2002
 -.9115192 -.6447664 1.1913071   -.485076 2002
 2.0227776 -.6447664 1.1913071   -.901445 2002
  -.644765 -.6447664 1.1913071   -.485076 2002
   .422252 -.6447664  -.839414   -.485076 2002
  -.644765 -.6447664  -.839414   -.485076 2002
   .422252 -.6447664  -.839414 -1.2390416 2002
 -.9115192 -.6447664  -.839414 -1.2390416 2002
-.11125645 -.6447664  -.839414   -.485076 2002
 -.3780107 -.6447664 1.1913071   -.485076 2002
-.11125645 -.6447664  -.839414   -.485076 2002
  -.644765 -.6447664  -.839414   -.485076 2002
 -.9115192 -.6447664 1.1913071 -1.1715223 2002
 -.3780107 -.6447664  -.839414   -.485076 2002
   .422252 -.6447664  -.839414   -.485076 2002
  .1554978 -.6447664  -.839414   .8765632 2002
-.11125645 -.6447664  -.839414   -.485076 2002
  -.644765 -.6447664  -.839414   -.485076 2002
 -.9115192 -.6447664  -.839414   -.485076 2002
-.11125645 -.6447664 1.1913071   -.485076 2002
 -.9115192 -.6447664 1.1913071   -.485076 2002
 -.3780107 -.6447664  -.839414   -.485076 2002
 -.3780107 -.6447664  -.839414   .8765632 2002
-.11125645 -.6447664 1.1913071   -.485076 2002
  -.644765 -.6447664  -.839414   -.485076 2002
end

[Clyde Schechter]

Please repost showing the -xtset- command that preceded the -xtreg-, and also give a data example that includes the panel (and time variable, if any) used in the -xtset- command.

[Maddie Adelman]

I found my issue - the split-sample subset I am using only has observations for 2002, and the primary regressor is a lagged variable. The lagged variable is causing the error.

[Clyde Schechter]

Thank you for closing the thread by explaining how you solved your problem. This will be helpful to those who search this topic in the future.