Hello,
I tried to regress my data. I did diagnostic and panel data test. One of my two dependent variables are heteroscedasticity and autocorrelation (Data A) the other dependent variable (Data B) only heteroskedasticity. For data A, i use xtreg ...., re robust . For Data B I use xtscc .... , re. I have no problems for those but when i tried to break the period into two, 5 year and 3 year. My data error for the 3 year, it shows all variables are ommited.
Can someone explain why this happen?
Thank you!
I tried to regress my data. I did diagnostic and panel data test. One of my two dependent variables are heteroscedasticity and autocorrelation (Data A) the other dependent variable (Data B) only heteroskedasticity. For data A, i use xtreg ...., re robust . For Data B I use xtscc .... , re. I have no problems for those but when i tried to break the period into two, 5 year and 3 year. My data error for the 3 year, it shows all variables are ommited.
Can someone explain why this happen?
Thank you!
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