Insufficient observations when running panel data?

[Phuc Nguyen]

A part of my data is as below


When I run the regression

reghdfe y dkt_4 dkt_3 dkt_2 dkt_1 dkt dkt1 dkt2 dkt3 dkt4, a(TYPE2 yr)

TYPE2 and yr are indicator for firms and year

I got the announce that

insufficient observations
r(2001);

What I am trying to to is to follow the section E, Table 7 , Autor 2003 (the link to this paper is attached)

[Joro Kolev]

The error message is self explanatory: taking into account the missing values in your data, and the fixed effects you want to include, there are insufficient observations to perform the regression you requested.

Note that what Stata does (called List-wise deletion or complete case analysis) is that it drops the whole row when there is even a single variable containing a missing value in the row under consideration.

[Nick Cox]

Cross-posted with a reply at https://stats.stackexchange.com/ques...t974607_530591

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