Specifying initial values for -xtpmg- model

[Anat Tchetchik]

Dear all,

I have a panel data with non-stationary vars. it has N=34 and T=13.5 (not balanced).
The -dfe- estimator runs well, yet the -pmg- estimator returns "initial values not feasible"
I have found Nick Cox post from 2012, referring to the same issue, stating that :"your possibilities clearly range from trying non-default starting values to concluding that the first model is inappropriate for your data." However when I try the option from( ) it returns an error massage: option from() not allowed.
Is there any way to specify initial values for this model?
Thanks in advance for any shred of help..
Anat

[Nick Cox]

Even if I wrote just one Statalist post in 2012, that's a vague reference. I found this:

http://www.stata.com/statalist/archi.../msg00047.html

xtpmg is from the Stata Journal, as you are asked to explain. I am embarrassed by a typo xtmpg in that post; the same typo can even be found in the authors' help file. Although it calls ml, you are correct that xtpmg only allows certain of the ml options to be passed through. You could clone the program and generalise it to allow that. Your other options include specifying difficult and trying a simpler model.

In my experience most such difficulties boil down to trying to fit a complicated model to a dataset small for that purpose.

[Anat Tchetchik]

Thank you Nick, and sorry for the multiplicity of sending my original post .. (it was by mistake)