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
"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
0 Response to Panel ARDL Huasman test>>>"invalid new variable name"
Post a Comment