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st: xtpmg command

Subject   st: xtpmg command
Date   Fri, 16 Sep 2011 15:12:00 +0300 (EEST)

I'm trying to use Pesaran's pooled mean group estimator (with xtpmg
command) for my unbalanced panel of N=125 T=50. For my baseline regression
(with one regressor), I am getting the error of "could not calculate
numerical derivatives ,flat or discontinuous region encountered". When I
increased the number of regressors, this time stata can not terminate the
iteration since the likelihood function is not concave.
How can I solve this problem?

Best regard,

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