Hausman Test for Panel ARDL Model (Stata 18)

[Arief Shamsul Fahmie]

Hi there, I run the Hausman test for a Panel ARDL model on Stata 18. However, I encounter some errors while trying to run this test for PMG and MG estimators. The reasons are specify below:

For PMG:

xtpmg d.lnCO2 d.lnGDP d.lnGDP2 d.lnGDP3 d.lnENERGY d.lnFOSSIL d.lnREN d.FDI t, lr(l.lnCO2 lnGDP lnGDP2 lnGDP3 lnENERGY lnFOSSIL lnREN FDI) ec(ECT) replace pmg

Stata says that:

note: lnGDP omitted because of collinearity.
note: lnGDP2 omitted because of collinearity.
initial vector: extra parameter lnGDP found
specify skip option if necessary
r(111);

For MG:

xtpmg d.lnCO2 d.lnGDP d.lnGDP2 d.lnGDP3 d.lnENERGY d.lnFOSSIL d.lnREN d.FDI t, lr(l.lnCO2 lnGDP lnGDP2 lnGDP3 lnENERGY lnFOSSIL lnREN FDI) ec(ECT) replace mg

Stata says that:

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

Anyone know how to solve this?

Regards,
Arief SF.
Stata 18