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Hi guys! I'm trying to run the Fama-MacBeth regressions for my thesis but I'm getting a mistake I cannot understand. I have to run the regression where the dependent variable is "return" and the independent ones "varadv" "size" "bm". However, when I try to run...

Hi, there! I'm currently trying to run a Fama-MacBeth regression for my data, but after I use the add-in to run it, appears the following error. Can you please help me to understand what is wrong and how can I fix it, please? I have data for various companies, and when importing the data, the eviews...