大哥，请问您的问题解决了吗？我设定成变截距双维度固定效应panel model，也没有办法进行变截距的加权，问题跟你一样

当时那种情况下 就是不允许加权 具体怎么回事 忘记了

这个问题我查了几天，仍然还没有解决，后面的检验都没法做

It's a computational issue. Applying the period weights means that the simple projection matrices that we use to rid the estimates of the fixed effects no longer are valid.

You should be able to estimate the model in your case by adding

@expand(c, @crossid)

as a variable to the regression and dropping the cross-section fixed effect. This will do the brute-force fixed effects estimation.