For mean group in panel ARDL, i used this command xtpmg d.var1 d.var2 d.var3 d.var4 d.var5 d.var6, lr(l.var1 var2 var3 var4 var5 var6) ec(ECT) replace mg
but it gives me this error
invalid new variable name;
variable name ECT is in the list of predictors
r(110);
but it gives me this error
invalid new variable name;
variable name ECT is in the list of predictors
r(110);
Comment