Dear all.

I am trying to lag a variable with the PPML estimator through the command = L.

The variable is control of corruption and the entire command is:

ppml x_total L.contr_corrup_o log_distw contig comlang_ethno log_gva_constant_d, cluster(country_pair)

But the following error message is generated by stata: factor variables and time-series operators not allowed r(101);

I hope you can help me to clarify this error.

Regards.