xtfmb command

[memmem]

Hi dear statlisters
I want to run a fama macbeth regression with xtfmb command and have 3 question regarding the different options and the two step procedure
1)is it work for unbalanced panel?in the other words,does it it's outcome correct for unbalanced panel. 2)If I run the above model with the "verbose" option some of my variables is zero for all years. in this case is it correct?
3)I have nine variable.How many lags should be used? please help me

[memmem]

please answer me

[Phil Clayton]

Suggest you have a close read of the Statalist FAQ and then revise your question accordingly