Normally, when a rejection message is sent back and uses terms such as entity, they are supposed to follow up telling what entity they are referring to.
Unfortunately, entity in general, can refer to many things. It may refer to the patient, the subscriber, the rendering provider, the billing provider etc.
If the rejection message does not have any more information on what entity the are referring to, then you may have to follow up with the payer to find out why they are rejecting your claim.
IMPORTANT: When calling the payer, make sure to let them know that the claim was EDI rejected. Usually, when you call, the first person you talk to is in the payers adjudication department. These people can only see claims that made it past EDI (were not EDI rejected). You may ask to talk to their EDI department or whoever handles EDI rejections. They will have a record of the rejection.