I am estimating a two-way FE model as follows:
proc panel data = example; id gvkey rankyear; model y = readj_pl_vol readj_mi_vol / fixtwo noint hccme = 3 cluster; run; quit;
The output I get is as follows:
Why do I get a coefficient estimate for the second variable, but no standard error?
Possibly scaling of the variables that causes arithmetic underflow
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