The problems can be solved using steps below:
1. download xtptm
2. unrar/unzip the file to a specified location
3. read read me.txt
4. copy all files in the working directory - should be in ado folder of Stata program folder
5. download moremata - type - findit moremata - in stata and download all relevant files
6. open ado file using ado window inside stata and run both xtptm.ado and stradd.ado
7. open your data in stata
8. run xtptm command to estimate your model
9. GOOD LUCK