Unexpected error from XTPMG output

[Sophie nguepi]

Hi dear all. I am having an unexpected error message from xtpmg output.

I am using Stata 16 for Mac

I have time series panel data. When I run PMG and DFE, there is no problem. But when I try MG, I have the following

xtpmg dlnmtob dexri, ///
lr(l.lnmtob exri) ///
ec(ECT) replace mg
invalid new variable name;
variable name ECT is in the list of predictors
r(110);

Please, can anyone help me understand why?

Thanks

[colinworeilly]

I am having the exact same error. The error even occurs with the sample data and sample code. The error does not occur using the pooled mean group estimator (pmg) but does occur with the mean group estimator (mg).

use jasa2
tsset id year
xtpmg d.c d(1/2).y d.pi if year>1962, ec(ec) lr(l.c y pi) mg replace

I get the error:
invalid new variable name;
variable name ec is in the list of predictors
r(110);

I am running Stata 15 SE.

[Damiaan Persyn]

I think something might have changed in the internal stata "predict" command that causes this.

After that error message, there are stored results

. xtpmg dlogwage dlogprod dlogppi ldlogprod ldlogppi, lr(llogwage llogprod llogppi llogur) mg const(1 2) replace
...
invalid new variable name;
variable name __ec is in the list of predictors

. ereturn display
------------------------------------------------------------------------------
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
__ec |
llogprodc | 1 1.45e-16 6.9e+15 0.000 1 1
llogppi | 1 2.06e-15 4.9e+14 0.000 1 1
llogurc | -.0784173 .0273155 -2.87 0.004 -.1319547 -.0248798
-------------+----------------------------------------------------------------
SR |
__ec | -.6478756 .1106849 -5.85 0.000 -.864814 -.4309373
dlogprodc | .5455238 .1107506 4.93 0.000 .3284566 .762591
dlogppi | .4894336 .1009903 4.85 0.000 .2914964 .6873709
ldlogprodc | -.0085203 .04175 -0.20 0.838 -.0903488 .0733083
ldlogppi | .1393261 .1062404 1.31 0.190 -.0689011 .3475534
_cons | -.9154345 .4601066 -1.99 0.047 -1.817227 -.0136421
------------------------------------------------------------------------------

and the next step internally in xtpmg is to try and run

. predict double __ec , eq(__ec)
invalid new variable name;
variable name __ec is in the list of predictors

The reason it fails seems to be that predict does not like you to store the results of predict using the same name as the equation you are referring to. you can see anything else for a variable name works fine:

. predict double anythingelse , eq(__ec)
(18 missing values generated)

To me it seems that this is a bug in predict - otherwise I would be interested to learn how this is a feature

PS:I also needed to change some of the xtpmg.ado code to make it work with two constraints

my file now reads

program define CalcConst
    args cons1 cons2 cons3 cons4 cons5 
    local constraint `cons1' `cons2' `cons3' `cons4' `cons5' 
    tempname A bc C IAR j R Vc touse
...

compared to the original

program define CalcConst
    args constraint
    tempname A bc C IAR j R Vc touse
...

[Damiaan Persyn]

.... and a quick solution might be to change line 390 in the original xtpmg.ado code from

quie predict double `ec' if `touse', eq(`ec')

to

quie predict double `ec'tmp if `touse', eq(`ec')
ren `ec'tmp `ec'

at least for me this works fine.

[Anat Tchetchik]

Damiaan Persyn all, I have the same problem.. I can't find the original xtpmg.ado. any idea?

[Coco Magazzino]

I have a problem with the use of the command xtpmg with the mg option.
Infact, if I give the following command:

xtpmg d.lpcco2e d.lgdp d.lpcecgj d.lopeness if EMU==0, lr(l.lpcco2e lgdp lpcecgj lopeness) ec(ECT) replace mg

it does not work, giving me the following error:

invalid new variable name;
variable name ec is in the list of predictors r(110);

Could anyone can help me?
Many thanks,
CM

[Coco Magazzino]

I check with all my STATA versions: the problem arose from STATA 15. In fact, in STATA 14, STATA 13, STATA 12, and STATA 11 the command works; while in STATA 15 and STATA 16 it gives that error.

[JanDitzen]

I never saw this thread, but there was a similar question posted here.
Jan

[Jamel Saadaoui]

Hello all,

I had the same problem when I tried to replicate the results of an old paper of mine: https://github.com/JamelSaadaoui/Res...aadaoui%202015

The patch of JanDitzen works well, however, the problem stays the same with the 'mg' option.

That would be nice to fix this to keep some sort of replicability for old papers.

Best,
Jamel

[JanDitzen]

Jamel Saadaoui the fix works on my end with the mg option.

I think there is no solution for this as long as the authors do not publish an "official" fix.

[Jamel Saadaoui]

Thanks JanDitzen
I double-checked, but I guess we need to wait an "official" fix.
For future papers, I will surely use your very interesting works and packages for non-stationary panel and common factors.
Best,
Jamel

[vivian li]

.... and a quick solution might be to change line 390 in the original xtpmg.ado code from

quie predict double `ec' if `touse', eq(`ec')

to

quie predict double `ec'tmp if `touse', eq(`ec')
ren `ec'tmp `ec'

at least for me this works fine.

it really works for me!!!!!THX!!!!

[Jamel Saadaoui]

.... and a quick solution might be to change line 390 in the original xtpmg.ado code from

quie predict double `ec' if `touse', eq(`ec')

to

quie predict double `ec'tmp if `touse', eq(`ec')
ren `ec'tmp `ec'

at least for me this works fine.

Yes, absolutely, it also worked for me, now.

Sorry for the confusion.

Use this to clean installation before putting the patch: ssc install xtpmg, all replace

Kind regards,
Jamel

[Khethang Mokoena]

I am also getting the same error whenever i run mg. i am using stata version 18. in simplest terms , what should i do? Any help?
Regards,
Khethang

[Jamel Saadaoui]

You have to locate your personal folder with the command

sysdir

For this package xtpmg, mine is here: C:\Users\jamel\ado\plus\x

Then, you have to apply following the patch by opening the xtpmg.ado from a Do-file editor in Stata (Thanks to Francisco Serranito for this point):

Originally posted by Damiaan Persyn View Post
.... and a quick solution might be to change line 390 in the original xtpmg.ado code from




quie predict double `ec' if `touse', eq(`ec')

to

quie predict double `ec'tmp if `touse', eq(`ec')
ren `ec'tmp `ec'





Save the file. It should work!

Kind regards,

Jamel