Xtcointreg command unrecognized

[Sidharthan Babu]

Hi, I am trying to run an FMOLS regression with a panel data set on the relationship between globalization and CO2 emissions. I have installed xtcointreg with:

 ssc install xtcointreg, replace

but every time I try to run xtcointreg or cointreg like so:

 xtcointreg lnco2 KOFGI lngdp ln2gdp ln3gdp vFD  vURB vHC, est(fmols)

I get the following error:

command cointreg is unrecognized
r(199);

Otherwise I have been running a normal xtreg with the following code:

 xtreg lnco2 KOFGI lngdp ln2gdp ln3gdp vFD  vURB vHC , fe vce(robust)

, which, while more than sufficient for my project- I am running into massive multicollinearity issues that from my reading FMOLS helps deal with. The variables I have are the level of CO2 emissions, the KOF index, and the per capita GDP, along with the square and cube roots. My control variables are financial development, urbanization, and human capital index.

[Sidharthan Babu]

Hi, Nick Cox offered a solution to this problem for anyone else that has this issue type:

 net sj 12-3 st0272