Error xlag(): 3301 subscript invalid while running xtcointreg.

[Rahmata Islam Jafrin]

Hello this is my first post. I really hope I will get some help from here. I am running the command xtcointreg on stata 16 on a panel data of 56 observations. I am trying to find fmols and dols. but every single time i run the command the following error message pops up:

xlag(): 3301 subscript invalid
autobwidth(): - function returned error
lrcovkernel(): - function returned error
_lrcov(): - function returned error
cointreg(): - function returned error
<istmt>: - function returned error


Please help me out. I have my undergrad thesis due n a week but am stuck at this place.

[Nick Cox]

I see that xtcointreg is from SSC. As your dataset is just 56 observations, you should be able to post it here using dataex, together with the exact code you used.

As it stands, it seems hard to tell whether the data, what you're asking, or the program itself is the problem.

Please read https://www.statalist.org/forums/help#stata if you have not done so already, or follow its advice any way.

[Luc Hent]

Dear Nick Cox ,
I am also having the same issues when running the xtcointreg command.

xlag(): 3301 subscript invalid
autobwidth(): - function returned error
lrcovkernel(): - function returned error
_lrcov(): - function returned error
cointreg(): - function returned error
<istmt>: - function returned error

Is there any way to solve this problem?

Regards