xttest0 invalid syntax R(111)

[Emma Ien]

Hello,
I'm using stata 16
This is my code,

xtset com_id date, daily

* LM test for penal wise effect
xtreg CAR ESGScore Lev log_Size log_BM
findit xttest0
xttest0
invalid syntax
r(111);

I'm pretty sure that stata should have xttest0 installed since I can find it in help xttest0
And I've tried

xtset com_id date, daily
xtreg CAR ESGScore Lev log_Size log_BM
findit xttest0
xttest0

&
[CODE]ssc install xttest0
ssc install: "xttest0" not found at SSC, type search xttest0
(To find all packages at SSC that start with x, type ssc describe x)
r(601);
But I still got

xttest0
invalid syntax
r(111);

What should I do?

Thank you,
Emma

reddit: https://www.reddit.com/r/stata/comme...d_syntax_r111/
https://www.statalist.org/forums/for...ing-with-xtreg

[Emma Ien]

Solved, its that the variable CAR has problems which omitted all variable during

xtreg

, as long as I use the AR variable which does not have this problem

xttest0

run through.

xttest0

is already being installed in stata 16, hence no need to reinstall or

findit xttest0

, this would only pull up information about

xttest0