HELLO EVERYONE,
I run the PMG estimators for the quadratic model and the results show that positive and negative coeffiencients for the FD and its square term. in order to confirm this no linear relation i have to conduct UTEST , i installed the package of UTEST, but i could nt get the results of UTEST, what should i do ....is it wrong when i did PMG after that directly i proeeded with UTEST....
here is My model:
xtpmg d.lgdp d.ll d.llsqr d.lgexp d.llifeexp d.inf d.lrrents , lr(l.lgdp l.ll l.llsqr lgexp llifeexp inf lrrents) ec(ECT) replace pmg
xtpmg d.lgdp d.ll d.llsqr d.lgexp d.llifeexp d.inf d.lrrents , lr(l.lgdp l.ll l.llsqr lgexp llifeexp inf lrrents) ec(ECT) replace mg
xtpmg d.lgdp d.ll d.llsqr d.lgexp d.llifeexp d.inf d.lrrents , lr(l.lgdp l.ll l.llsqr lgexp llifeexp inf lrrents) ec(ECT) replace DFE

According to the results i got that PMG id preferrable, in order to conduct Utest should i run the command the PMG reslus directly or after thethree estimators and which cmmand od Utest..
thank you in advance