Hi,

I'm new to Stata.

I have a panel data which contains 6 sub-groups. There are two inputs GDP (LGDP) and spot electricity price (LSP). T = 8.

When I performed PMG estimator by using GDP as the dependent variable, I got the following result.
Array

However, the values in the circle are missing. And the coefficient is -4120.858!

And I used the LSP as the dependent variable, there was not issue.
Array


Does any know why that happened. Should I use MG estimator instead?