None of te ways to check for heterscedasticity works for me. It says no estimates found.

This is my do file:
reshape long gov env soc esg roa bet lto tdt, i(identifier) j(year)

destring gov env soc esg roa bet lto tdt, replace

encode identifier, generate (company_id)

encode c_id, generate (country_id)

tabulate Timehorizon

tabulate Timehorizon, gen(t)

sort company_id year

tsset company_id year

winsor2 roa, replace cut (5 95)

winsor2 gov, replace cut (5 95)

winsor2 soc, replace cut (5 95)

winsor2 env, replace cut (5 95)

winsor2 esg, replace cut (5 95)

winsor2 bet, replace cut (5 95)

winsor2 lto, replace cut (5 95)

winsor2 tdt, replace cut (5 95)

summarize roa esg gov env soc bet lto tdt t1 t2 t3

correlate roa esg gov env soc bet lto tdt t1 t2 t3

xtreg roa gov env soc bet lto tdt t1 t2 t3, fe

estimates store fixed

xtreg roa gov env soc bet lto tdt t1 t2 t3, re

estimates store random

hausman fixed random

alpha roa esg gov soc env lto tdt bet t1 t2 t3

xtreg roa gov env soc lto tdt bet i.t2 i.t3 c.gov#i.t2 c.gov#i.t3

xtreg roa gov lto tdt bet i.t2 i.t3 c.gov#i.t2 c.gov#i.t3, re

rvfplot, yline(0)