Dear Stata Team,
I am running a Panel ARDL model but want to choose between "mg" or "pmg" using the Hausman test.

Code:
xtpmg D.logyn logtfp D.loglnhc logky, lr(L2.D.logyn logtfp D.loglnhc logky) ec(ECT) replace mg
xtpmg D.logyn logtfp D.loglnhc logky, lr(L2.D.logyn logtfp D.loglnhc logky) ec(ECT) replace pmg
hausman mg pmg, sigmamore
However, when i run the "mg" model, stata returns:
"invalid new variable name;
variable name ECT is in the list of predictors".
Kindly help to know why I am getting this results.
Best
David