Hello all,

I have an unbalanced panel data set. For this, STATA (14.2) wants me to define a panel ID variable and a time variable. In my panel data set, I am looking at corporate transactions over 20 years. Accordingly, it happens that a firm also made more than one transaction per year. Thus, defining the panel ID variable is not a problem, as I can simply use the unique company ID, but I cannot define the time variable, so I omitted it.
I need to run xtlogit for my data. Using hausman, I decided to use xtlogit, fe. Now I want to (1) test for heteroscedasticity and autocorrelation and (2) deal with these problems (if they exist).
Here we come to the problems: All tests for heteroskedasticity and autocorrelation (e.g., xtserial) and all methods for dealing with these problems (robust, and cluster robust) are not available for xtlogit and a situation with no defined time variable. How can I test for heteroskedasticity and autocorrelation and how can I deal with them in such a context?

I am curious to know what the possibilities are. Thanks in advance for the support.