Serial Correlation

Dear researchers,

I am using the following code

Code:

 xtreg GG SIZE LEV ROA i.year, fe cluster (COMPANY)

I have applied the following command to see if their is a serial correlation or not:

Code:

predict resid, resid
runtest resid

And, the Stata showed me the following message:

Code:

 resid has internal missing observations
r(498)

Is their any suggestion on how to fix it??


Thank you very much in advance.