[KD Ilesanmi]

Thank you JanDitzen. I had similar problem but was able to solve it through your suggestion.

[KD Ilesanmi]

However, I have a question. I am using PMG estimation for 5 variables and 4 countries. But the iteration continues indefinitely. What could be wrong?

this is the command i tried to execute.... xtpmg2 d.npls d.lex d.rir d.lnalsi d.ibr, lr(l.npls lex rir lnalsi ibr) ec(ECT) replace pmg. When i executed the same command for mg estimation, there was no problem. Thanks in anticipation

[Elia Cerrato]

Dear all,

I'm using Stata 15.1 / IC for Macbook in my regression the problem comes out when I use lr ( long run coefficient) command, the software says: option 1r() not allowed
I've already follow the previous instructions as (ssc install) xtpmg, ardl , xtpmg.

has that happened to any of you guys ?

thanks ,

Elia

[Sundus Al Riyami]

JanDitzen Hi!

what is the xtpmg.ado? is it a solution to the problem stated above and how do I use it? I'm facing the same problem

[JanDitzen]

Sundus,
please see the post here. You need to download the xtpmg2.ado, save it to your ado folder and then you can use xtpmg2 on Stata 16+. Syntax is the same as for xtpmg.

Best,
Jan

[Eric Mao]

Thanks a lot!!

[Olusola Ajibona]

Hello, please can you assist me with the codes for using xtpmg2? I am running an analysis for panel ARDL. Can this code be used for micro panels?

[Priscah Kyalo]

JanDitzen data-cke-saved-href="#" href="#" class="b-bbcode-user js-bbcode-user">JanDitzen ata-cke-saved-href="#" href="#" class="b-bbcode-user js-bbcode-user">JanDitzen =JanDitzen;n1605766]Sundus,
please see the post here. You need to download the xtpmg2.ado, save it to your ado folder and then you can use xtpmg2 on Stata 16+. Syntax is the same as for xtpmg.

Best,
Jan
[/QUOTE]

I'm using stata 18 and getting the same error 'invalid new variable name; variable name ec_1 is in the list of predictors'. I have a panel with 4 subgroups (1,2,3,4). I need to run xtpmg on each group. I have downloaded and saved your xtpmg2 ado into my folder. But when I run xtpmg2 I'm getting an error ' invalid syntax' I'm not sure where I'm going wrong. below is the code I executed;

''forvalues g = 1/4 {
preserve
keep if group == `g'

xtpmg2 D_FD_FI_IX D_CBBA_I_all_pan, lr(lagged_FD_FI_IX CBBA_I_all_pan) ec(ec_`g') replace mg

restore
}

Kindly assist...