Specifically, when i run the regression and attempt to change the name of the newly created error-correction term
When i run the first regression (pmg by default)
the default name for the created error-correction term returns _ec. For the second regression:
The message that pops up is "invalid new variable name;
variable name ec1 is in the list of predictors" .
A replica of my data is posted below:
All suggestions are welcomed. Thank you in advance
When i run the first regression (pmg by default)
Code:
xtpmg d(rgdpg fdigdp finacc), lr(l.rgdpg fdigdp finacc)
Code:
xtpmg d(rgdpg fdigdp finacc), lr(l.rgdpg fdigdp finacc) ec(ec1) replace mg
variable name ec1 is in the list of predictors" .
A replica of my data is posted below:
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input str3 country float id int year float(rgdpg fdigdp finacc) "IND" 1 2000 .12045514 -.36 .01 "IND" 1 2001 .07173192 .46 .01 "IND" 1 2002 .10458583 -.46 .01 "IND" 1 2003 .06550019 .2 .01 "IND" 1 2004 .069043346 -.66 .01 "IND" 1 2005 .05051807 -.13 .02 "IND" 1 2006 .026026955 -.18 .02 "IND" 1 2007 .06137255 1.7 .03 "IND" 1 2008 .02968846 .49 .04 "IND" 1 2009 .001781021 -.19 .04 "IND" 1 2010 .032070763 .56 .05 "IND" 1 2011 .06918227 1.51 .05 "IND" 1 2012 .13516925 2.53 .05 "IND" 1 2013 .10720071 2.88 .06 "IND" 1 2014 .13392891 3.05 .06 "IND" 1 2015 .1155399 1.32 .06 "IND" 1 2016 .05809039 1.11 .06 "IND" 1 2017 -.0018250737 1.58 .06 "IND" 1 2018 .04352719 1.36 .06 "IND" 1 2019 .06931094 1.52 .07 "DEU" 2 2000 .04164081 .78 .02 "DEU" 2 2001 .03759978 .2 .02 "DEU" 2 2002 .0456422 .41 .02 "DEU" 2 2003 .04965038 .61 .02 "DEU" 2 2004 .05553603 .26 .02 "DEU" 2 2005 .08676609 .85 .02 "DEU" 2 2006 .03870017 1.28 .02 "DEU" 2 2007 -.0008802175 .28 .02 "DEU" 2 2008 .02235873 .35 .02 "DEU" 2 2009 -.0016572616 .6 .03 "DEU" 2 2010 .09312378 .38 .03 "DEU" 2 2011 .04520084 1.19 .03 "DEU" 2 2012 .08836572 2.62 .03 "DEU" 2 2013 .04712279 3.65 .04 "DEU" 2 2014 -.008591917 2.56 .05 "DEU" 2 2015 .032214593 1.96 .05 "DEU" 2 2016 .10638236 3.04 .05 "DEU" 2 2017 .07112782 .02 .05 "DEU" 2 2018 .1014784 1.69 .05 "DEU" 2 2019 .0616702 1.01 .05 "CZE" 3 2000 -.01987472 1.42 .02 "CZE" 3 2001 .007181433 1.62 .02 "CZE" 3 2002 -.01272075 1.18 .02 "CZE" 3 2003 .11679617 .78 .02 "CZE" 3 2004 -.04826754 1.2 .02 "CZE" 3 2005 -.0003802519 1.45 .02 "CZE" 3 2006 .04765927 1.39 .02 "CZE" 3 2007 .05874348 1.54 .03 "CZE" 3 2008 .06105317 1.37 .04 "CZE" 3 2009 .08727152 1.17 .04 "CZE" 3 2010 .14144033 1.03 .06 "CZE" 3 2011 .0582503 .82 .07 "CZE" 3 2012 .18659545 .91 .07 "CZE" 3 2013 .12055311 .95 .07 "CZE" 3 2014 .14685133 1.24 .08 "CZE" 3 2015 .13854367 1.08 .08 "CZE" 3 2016 .02666692 1.2 .09 "CZE" 3 2017 .026398277 1.89 .09 "CZE" 3 2018 .0862654 1.07 .09 "CZE" 3 2019 .07237288 1.45 .08 "DNK" 4 2000 .08740575 6.34 .22 "DNK" 4 2001 .04809574 1.6 .23 "DNK" 4 2002 .04017489 2.38 .22 "DNK" 4 2003 .0541735 4.82 .22 "DNK" 4 2004 .08293436 7.32 .24 "DNK" 4 2005 .024303135 8.28 .25 "DNK" 4 2006 .05592063 11.87 .29 "DNK" 4 2007 .14693995 12.67 .36 "DNK" 4 2008 .10584673 11.79 .44 "DNK" 4 2009 .02682269 7.36 .48 "DNK" 4 2010 .07853638 6.98 .53 "DNK" 4 2011 .0977805 5.48 .54 "DNK" 4 2012 -.033377357 7.35 .59 "DNK" 4 2013 -.04659412 4.83 .58 "DNK" 4 2014 -.007580099 9.71 .59 "DNK" 4 2015 .05431696 6.02 .58 "DNK" 4 2016 .04441751 7.6 .57 "DNK" 4 2017 .037067804 6.32 .56 "DNK" 4 2018 .002243906 5.73 .58 "DNK" 4 2019 .07730155 5.25 .59 "MEX" 5 2000 .18925112 3.33 .04 "MEX" 5 2001 -.07218106 1.68 .04 "MEX" 5 2002 .0042952863 .96 .04 "MEX" 5 2003 .06231368 1.79 .04 "MEX" 5 2004 .072511785 1.57 .04 "MEX" 5 2005 .028754147 1.35 .05 "MEX" 5 2006 .02767835 3.11 .05 "MEX" 5 2007 .20103295 5.57 .07 "MEX" 5 2008 .12540793 9.47 .07 "MEX" 5 2009 -.04676617 9.11 .07 "MEX" 5 2010 .11852135 7.85 .08 "MEX" 5 2011 .13678144 8.26 .08 "MEX" 5 2012 .12894565 7.98 .09 "MEX" 5 2013 .0806549 5.14 .1 "MEX" 5 2014 .0586983 6.14 .1 "MEX" 5 2015 -.06077656 6.46 .12 "MEX" 5 2016 -.0406941 6.21 .13 "MEX" 5 2017 .034285426 5.39 .14 "MEX" 5 2018 .02843982 4.44 .15 "MEX" 5 2019 .072108 5.68 .15 end
