How to Solve conformability error r(503) in Stata using PMG model for long run relationship

[Zubair Khan]

hi. I am using panel data having 101 countries for time period of 29 years..my stata version is Stata/SE 12.0. my objective is to find the long run relationship among variables.my panel data is strongly balanced.. when i run pmg/ardl model using code of
xtpmg d.logdep d.logindep1 d.logindep2 d.logindep3 d.logindep4, lr(d.logdep logindep1 logindep2 logindep3 logindep4) ec(ecm) replace pmg.
it is telling conformability error r(503); kindly help me to solve this issue...
if there is any other command to find out the long run relationship by using ARDL method in stata...kindly let me know..

[Phil Bromiley]

You'll increase your chances of a useful answer by following the FAQ on asking questions - provide Stata code in code delimiters, readable Stata output, and sample data using dataex.

There is also the ardl procedure but I don't know if it works with panel data. With a user written program and that kind of problem, you may need to either diagnose it yourself or ask the program's authors. You might try to run one of the examples in the Stata Journal article to see if it runs.