Hello


i'm making a dynamic panel and i want to estimate a model with pmg, mg and dfe. When I do the following command to run the hausman test it gives me the following error. The variables are in logarithm.
comand:
xtpmg d.lco2pc d.lpib2pc d.lceppc d.labr, lr( l.lco2pc l.pib2pc l.lceppc l.abr) ec(ECT) replace mg
xtpmg d.lco2pc d.lpib2pc d.lceppc d.labr, lr( l.lco2pc l.pib2pc l.lceppc l.abr) ec(ECT) replace pmg
hausman mg pmg, sigmamore
error:
no observations
r(2000);

How can i fix it?

Best regards.