Panel Quantile Regression- "Stata issued an error message"

Hello everyone,
I want to run the Panel Quantile Regression (qregpd) on different Quantiles.

My command is as follows :

qregpd gcf g_vix2 gliq_grw g_ir1 g_gdp_adv lreal_ir lrgdp_grw linf_gdpdef lgov_gdeb ldom_crd_prv lkaopen_nor lcu_acc_pgdp liq, quantile (0.20) id(id) fix(year) optimize(mcmc) noisy draws(1000) burn(100) arate(.5) instruments (gcf g_vix2 gliq_grw g_ir1 g_gdp_adv real_ir rgdp_grw inf_gdpdef gov_gdeb dom_crd_prv kaopen_nor cu_acc_pgdp iq lgdp_pcap)

My dependent variable is gross capital flows (gcf) and first four variables in the regression are the global variables and are incorporated without lagged.
However, remaining variables in the regression are domestic variables and incorporated with their first lagged as per theory.
Further, I have generated the lagged variables and incorporated in the regression analysis.

When I run the qregpd command, the below mentioned error message occurs.

* : 3200 conformability error
estimateGamma(): - function returned error
weightMatrix(): - function returned error
<istmt>: - function returned error


Moreover, when I run the below command which is without the lagged variables I can easily get the results.

qregpd gcf g_vix2 gliq_grw g_ir1 g_gdp_adv real_ir reer_hp rgdp_grw inf_gdpdef gov_gdeb dom_crd_prv kaopen_nor cu_acc_pgdp iq, quantile (0.10) id(id) fix(year) optimize(mcmc) noisy draws(1000) burn(100) arate(.5) instruments( gcf g_vix2 gliq_grw g_ir1 g_gdp_adv real_ir reer_hp rgdp_grw inf_gdpdef gov_gdeb dom_crd_prv kaopen_nor cu_acc_pgdp iq)

Your valuable suggestions will be highly appreciated.


Regards
Muhammad Imran