Unable to run xtcsd, pesaran

[Monica Maldonado]

I'm using a panel data set that is unbalanced. I'm running through tests for OLS assumptions and my last one is looking at cross-sectional dependence. I'm using a fixed-effects regression with robust standard errors. When I enter in "xtcsd, pesaran" after successfully running the regression, I get the following error message:

"__000001 contains all missing values
r(498);"

I've used the mdesc command which shows there are no missing values. What else could I be doing wrong? Is the issue that I'm using an unbalanced panel data set?

[JanDitzen]

The problem points to the fact that xtcsd tries to generate an internal temporary variable. This variable contains only missings.

Do other programs such as xtcd2 work?