if you look at the helpfile for the command you will see what options are allowed, initstrata is not allowed it seems so either this is an old option from an earlier version of the package or there exists other versions of the stpm2 program you have installed.

initstrata is not an option for the stpm2 command. From your question, I'm not sure what you are trying to do, but have you considered stratify() or inittheta() options to the command?  See help stpm2 for full help details

Thanks for your answers, i'm trying to do an Illness death model in STATA 13.0, when i used the above command it indicated this error, Kindly advice.