xtpmg updated to version 2.0.0 (fix for Stata 15.1+ r(110) MG bug)

[Merwan Roudane]

Dear Statalist,

I have uploaded version 2.0.0 of the user-written command xtpmg to SSC.

This update resolves a compatibility issue affecting the MG (Mean Group)
estimator when running under Stata 15.1 and later.

In the legacy 2007 implementation (Blackburne & Frank), the MG routine
fails with:

invalid new variable name
r(110);

The error is triggered by stricter validation rules introduced in Stata's
internal _predict command (20 Feb 2019 update). The original code used the
same name for both the output variable and the eq() equation reference,
which is no longer allowed.

Version 2.0.0 corrects this by predicting into a temporary variable and
then generating the requested EC variable, preserving the original
estimation logic while ensuring full compatibility with modern Stata
releases.

Additional improvements include:

• Minimum supported Stata version raised to 15.1
• Cleaner EC handling and improved option parsing
• Updated help file in SMCL format (SSC compliant)
• Improved error messages
• Version number displayed in estimation output

To install or update:

ssc install xtpmg, replace


.

[Vinko Zaninovic]

Hi Merwan Roudane, can you explain the differences in the optimization process and estimated coefficients that can be observed before and after the update? I've posted estimation results before and after you updated xtpmg2. Thanks!