Hello! I am trying to use the following Vselect command and am getting the following error message. Can anyone help with possible resolutions. Thanks in advance.

. vselect LLP_GBV LOAN_GBV DELLOAN_GBV NPA_GBV DELNPA_GBV CHO_GBV DROA SIZE ALLW_GBV Agri Industry PersonalLoans Services DGDP PBTP_GBV DELNPAGBVLAG1 DELNPAGBVLAG2, best
62 observations containing missing predictor values


Response : LLP_GBV
Selected predictors: CHO_GBV DELNPA_GBV NPA_GBV PBTP_GBV ALLW_GBV DELNPAGBVLAG1 DELLOAN_GBV DELNPAGBVLAG2 Services PersonalLoans DROA Agri Industry LOAN_GBV DGDP SIZE
file __000005.dta could not be opened
stata(): 3598 Stata returned error
leaps_bounds(): - function returned error
<istmt>: - function returned error
r(3598);