Dear Stata community,

I'm using the Dynamic Panel Threshold methodology and get the following error when I run the xthenreg command:

maincode_0719(): 3301 subscript invalid
<istmt>: - function returned error

According to Stata, the "return code 3301 subscript invalid" means that "the subscript is out of range (refers to a row or column that does not exist) or contains the wrong number of elements." I get the same error no matter the specification I use, so I was wondering if you know what this error means and how it can be fixed.

Thank you in advance.

Luis