Panel Data Autocorrelation Breusch-Godfrey Test - Problem to run lmnadxt command

[Luca Cappellina]

Hi,
I am Luca.
I execute the Panel Data Autocorrelation Breusch-Godfrey Test (lmabgxt command) but it doesn't run. The message, after run OLS, is: "*if invalid name".
Please, help me.
Thank you.

[Carlo Lazzaro]

Luca:
welcome to this forum.
The way your query is phrased is not helpful to help interested listers to help you out.
Please read the FAQ on how to post more effectively. Thanks.

[Luca Cappellina]

Good morning Carlo,
I apologize and I was hurry up.
Anyway. I estimated a dynamic panel data model using a Least square dummy variables correct estimator (xtlsdvc stata command). The variables used are I(1) and I(0) to solve spurius regression. I controlled the residual autocorrelation running the panel data autocorrelation Breusch-Godfrey test (lmabgxt stata command) but it didin't works. The routine started but after OLS estimation blocked with the error "*if invalid name" (see atachment).
Thanks for your help.
Best regards,
Luca Cappellina.

[Carlo Lazzaro]

Luca:
I was not able to spot an -if- clause in your code.
Hence, I cannot be helpful.
I would recommend you to email directly the community-contributors who developed the module you've used.
As an aside, please note that (for good reasons reported in the FAQ) you're kindly asked to state that you're referring to a community-contributed module whenever it is the case. Thanks.

[Luca Cappellina]

Thanks so much.
Kind regards,
Luca.