I am trying to estimate threshold estimation for my balanced panel data. The value of T=12 & N=26. Total number of observations is 312. I installed xthreg in my STATA 16.1 and tried to estimate. However, I am getting the following error:

Estimating the threshold parameters: 1st ...... thest(): 3200 conformabilit
> y error
thestm(): - function returned error
<istmt>: - function returned error
r(3200);

I checked for r(3200) in STATA. It states the following:

[M-2] error . . . . . . . . . . . . . . . . . . . . . . . . Return code 3200
conformability error
A matrix, vector, or scalar has the wrong number of rows and/or
columns for what is required. Adding a 2 x 3 matrix to a 1 x 4
would result in this error.

I am unable to figure out which matrix/vector/scalar has wrong number of rows and/or columns.
Any help to fix this issue will be of great help to me. Thanks in advance.

~Subaran.