Did you set the correct permissions for your entity? You need to have write permissions for your attributes and associations if you want to edit.
Also, if you are using a dataview/listview you can set the editability to yes or no.
for your reference on Henri’s answer : –
In addition to Henri’s and Ankit’s answers, also ensure that the associate object is created. If you have, for instance, a data grid that displays EntityA with a “New”-button (assuming the button has a create action), then that button only creates EntityA. It will not create the associated EntityB as well.