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I use panel data and estimate equations for each cross section individually. In the next step, I want to create the residuals of each regression. For some cross sections, this works just fine. However, the residuals for some other cross sections are "NA". If I manually compute the residuals of this cross section (crosssection_ab.makeresid) I end up with the residuals.

Any ideas what could be wrong?

Without knowing what you're doing, it is hard to say what you're doing wrong.