st: xtpmg error message

["Felix K Rioja" <PRCFKR@langate.gsu.edu>]

I am getting a message:  "conformability error" when I attempt to run xtpmg (Pesaran et al's PMG estimator).
The data is a cross country panel including about 2500 obs.
The program reaches the 4th or 5th iteration before stopping and generating the error message.

Any thoughts?


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