Dear Statalist members,

How would be possible to use spxtregress with unbalanced panel data?

I'm currently using a sample of firms for 3 years, with the coordinates for each one, and without assuming a shapefile. However from one year to the other, there are certain firms that enter in the sample, and others that exit. According with STATA 15 material, I should consider the last year matrix since it is assumed that location is the same in both years.

My problem is that imposing a balanced panel of firms that exist in the 3 years lead to a reduction of 20% in my sample, which is in fact relevant.

Thank you in advance.