Missing P values from Fama-Macbeth regression with -asreg, fmb-

[Shanshan Zhang]

I'm using -asreg, fmb- to run fama-macbeth regression. The results show coefficients, Fama-Macbeth standard errors and t-statistics, but the P values are missing, the 95% confidence interval is also missing. What's wrong with my regression?

I once run the same regression with the old version of -asreg-, but recently I re-install my system and also my stata, the P values turn missing.

Hope someone could probably know how to solve the problem.

[Shanshan Zhang]

The problem is not solved. But I use -xtfmb- instead and it works.

[Shanshan Zhang]

The problem is not solved. But I use -xtfmb- instead and it works.

[radwa saleh]

i have the same problem ?anyhelp? i have also noticed that when i add more than 10 variables using the asreg fmb command, the pvalues and the 95 confidence intervals are missing. Attaullah Shah

[Attaullah Shah]

Please post an example dataset that can replicate the issue.