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Unit Root Test Error

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Hi again,

I was trying to run a unit root test on my unbalanced panel data and I received this error. From my knowledge, the Fisher tests should work on unbalanced panel data? I am unsure what is happening. I have also tried other variables and same result.

xtunitroot fisher roe, dfuller lags(0)
performing unit-root test on first panel using the syntax
dfuller roe, lags(0)
returned error code 2000
r(2000);

xtunitroot fisher roe, pperron lags(0)
performing unit-root test on first panel using the syntax
pperron roe, lags(0)
returned error code 2000
r(2000);


Thanks!


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