Choosing between Mean Group and Pooled Mean Group in ARDL models

[Beri Parfait]

Dear Stata users,

Kindly help me with this problem.

I am trying to choose the best model between the MG and the PMG using STATA version 16.1 to run in my panel ARDL. Here is my code:

xtpmg d.PQR d.GFX d.LOG_GDP_PC d.LOG_CN d.HC d.UNEMP , lr(l.PQR GFX LOG_GDP_PC LOG_CN HC UNEMP ) ec(ECT) replace mg

When I run the code, I get the following feedback from STATA:

invalid new variable name; variable name ECT is in the list of predictors

However, when I change MG to PMG in the equation above, I get the result. Please, what am I not doing right in the Mean Group (mg) estimation?

[Eyup TANIL]

Is there anyone who can answer this question?

[Eyup TANIL]

ı finally found a solutions this problem, you should use Stata 14.2 version. its worked this version .