Empty Fama & Macbeth output

[James Duinkerken]

Dear all,

I estimated the beta coefficient of all 25 portfolios I am using to run the CAPM model. Furthermore, I have already set the data to cross-sectional. When I proceed with "step 2" of the Fama Macbeth procedure, the output I receive is almost empty and looks as below. Anyone that can explain why this is happening and what to do about this?

Thank you in advance.

[Attaullah Shah]

Seems to me now variation in the dataset. Please read this article https://fintechprofessor.com/2019/06...sreg-in-stata/