Hausman test

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Hausman test

PAOLO PILI
Hello,

I have a problem with Hausman test. I am performing my analysis with these
commands:

> library(plm)
> data<-read.csv2("paolo.csv",header=TRUE)
> data<
pdata.frame(data,index=c("FIRM","YEAR"),drop.index=TRUE,row.names=TRUE)
>
RECEIV~LSIZE+LAGE+LAGE2+CFLOW+STLEV+FCOST+PGROWTH+NGROWTH+TURN+GPROF+GPROF2
>
grun.fe<-plm(RECEIV~LSIZE+LAGE+LAGE2+CFLOW+STLEV+FCOST+PGROWTH+NGROWTH+TURN+GPROF+GPROF2,data=data,model="within")
> grun.re
<-plm(RECEIV~LSIZE+LAGE+LAGE2+CFLOW+STLEV+FCOST+PGROWTH+NGROWTH+TURN+GPROF+GPROF2,data=data,model="random")
>
gw<-plm(RECEIV~LSIZE+LAGE+LAGE2+CFLOW+STLEV+FCOST+PGROWTH+NGROWTH+TURN+GPROF+GPROF2,data=data,model="within")
>
gr<-plm(RECEIV~LSIZE+LAGE+LAGE2+CFLOW+STLEV+FCOST+PGROWTH+NGROWTH+TURN+GPROF+GPROF2,data=data,model="random")
> phtest(gw,gr)

I got this answer:

Error in solve.default(dvcov) :

how can I solve this problem?

Thank you

        [[alternative HTML version deleted]]

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Re: Hausman test

Bert Gunter-2
Note the typo in your 3rd line: data <

Don't  know if this means anything...

Bert



On Feb 11, 2018 7:33 AM, "PAOLO PILI" <[hidden email]> wrote:

> Hello,
>
> I have a problem with Hausman test. I am performing my analysis with these
> commands:
>
> > library(plm)
> > data<-read.csv2("paolo.csv",header=TRUE)
> > data<
> pdata.frame(data,index=c("FIRM","YEAR"),drop.index=TRUE,row.names=TRUE)
> >
> RECEIV~LSIZE+LAGE+LAGE2+CFLOW+STLEV+FCOST+PGROWTH+NGROWTH+
> TURN+GPROF+GPROF2
> >
> grun.fe<-plm(RECEIV~LSIZE+LAGE+LAGE2+CFLOW+STLEV+FCOST+
> PGROWTH+NGROWTH+TURN+GPROF+GPROF2,data=data,model="within")
> > grun.re
> <-plm(RECEIV~LSIZE+LAGE+LAGE2+CFLOW+STLEV+FCOST+PGROWTH+
> NGROWTH+TURN+GPROF+GPROF2,data=data,model="random")
> >
> gw<-plm(RECEIV~LSIZE+LAGE+LAGE2+CFLOW+STLEV+FCOST+
> PGROWTH+NGROWTH+TURN+GPROF+GPROF2,data=data,model="within")
> >
> gr<-plm(RECEIV~LSIZE+LAGE+LAGE2+CFLOW+STLEV+FCOST+
> PGROWTH+NGROWTH+TURN+GPROF+GPROF2,data=data,model="random")
> > phtest(gw,gr)
>
> I got this answer:
>
> Error in solve.default(dvcov) :
>
> how can I solve this problem?
>
> Thank you
>
>         [[alternative HTML version deleted]]
>
> ______________________________________________
> [hidden email] mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/
> posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

        [[alternative HTML version deleted]]

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Re: Hausman test

PAOLO PILI
you are right about the 3rd line but it doesn't help me for my problem. I
remove the 3rd line but there is still the same problem:

Error in solve.default (dvcov):
   the system is numerically unique: reciprocity condition value =
1.63418e-19

Paolo

2018-02-11 16:54 GMT+01:00 Bert Gunter <[hidden email]>:

> Note the typo in your 3rd line: data <
>
> Don't  know if this means anything...
>
> Bert
>
>
>
> On Feb 11, 2018 7:33 AM, "PAOLO PILI" <[hidden email]> wrote:
>
>> Hello,
>>
>> I have a problem with Hausman test. I am performing my analysis with these
>> commands:
>>
>> > library(plm)
>> > data<-read.csv2("paolo.csv",header=TRUE)
>> > data<
>> pdata.frame(data,index=c("FIRM","YEAR"),drop.index=TRUE,row.names=TRUE)
>> >
>> RECEIV~LSIZE+LAGE+LAGE2+CFLOW+STLEV+FCOST+PGROWTH+NGROWTH+TU
>> RN+GPROF+GPROF2
>> >
>> grun.fe<-plm(RECEIV~LSIZE+LAGE+LAGE2+CFLOW+STLEV+FCOST+PGROW
>> TH+NGROWTH+TURN+GPROF+GPROF2,data=data,model="within")
>> > grun.re
>> <-plm(RECEIV~LSIZE+LAGE+LAGE2+CFLOW+STLEV+FCOST+PGROWTH+NGRO
>> WTH+TURN+GPROF+GPROF2,data=data,model="random")
>> >
>> gw<-plm(RECEIV~LSIZE+LAGE+LAGE2+CFLOW+STLEV+FCOST+PGROWTH+
>> NGROWTH+TURN+GPROF+GPROF2,data=data,model="within")
>> >
>> gr<-plm(RECEIV~LSIZE+LAGE+LAGE2+CFLOW+STLEV+FCOST+PGROWTH+
>> NGROWTH+TURN+GPROF+GPROF2,data=data,model="random")
>> > phtest(gw,gr)
>>
>> I got this answer:
>>
>> Error in solve.default(dvcov) :
>>
>> how can I solve this problem?
>>
>> Thank you
>>
>>         [[alternative HTML version deleted]]
>>
>> ______________________________________________
>> [hidden email] mailing list -- To UNSUBSCRIBE and more, see
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide http://www.R-project.org/posti
>> ng-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>>
>

        [[alternative HTML version deleted]]

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Re: Hausman test

David Winsemius

> On Feb 11, 2018, at 8:29 AM, PAOLO PILI <[hidden email]> wrote:
>
> you are right about the 3rd line but it doesn't help me for my problem. I
> remove the 3rd line but there is still the same problem:
>
> Error in solve.default (dvcov):
>   the system is numerically unique: reciprocity condition value =
> 1.63418e-19

That suggests inclusion of too many categorical (factor) variables relative to the sample size in the predictor variables. Use tabular methods to investigate. Unable to be more specific in the absence of a proper description of the data situation.

--
David.

>
> Paolo
>
> 2018-02-11 16:54 GMT+01:00 Bert Gunter <[hidden email]>:
>
>> Note the typo in your 3rd line: data <
>>
>> Don't  know if this means anything...
>>
>> Bert
>>
>>
>>
>> On Feb 11, 2018 7:33 AM, "PAOLO PILI" <[hidden email]> wrote:
>>
>>> Hello,
>>>
>>> I have a problem with Hausman test. I am performing my analysis with these
>>> commands:
>>>
>>>> library(plm)
>>>> data<-read.csv2("paolo.csv",header=TRUE)
>>>> data<
>>> pdata.frame(data,index=c("FIRM","YEAR"),drop.index=TRUE,row.names=TRUE)
>>>>
>>> RECEIV~LSIZE+LAGE+LAGE2+CFLOW+STLEV+FCOST+PGROWTH+NGROWTH+TU
>>> RN+GPROF+GPROF2
>>>>
>>> grun.fe<-plm(RECEIV~LSIZE+LAGE+LAGE2+CFLOW+STLEV+FCOST+PGROW
>>> TH+NGROWTH+TURN+GPROF+GPROF2,data=data,model="within")
>>>> grun.re
>>> <-plm(RECEIV~LSIZE+LAGE+LAGE2+CFLOW+STLEV+FCOST+PGROWTH+NGRO
>>> WTH+TURN+GPROF+GPROF2,data=data,model="random")
>>>>
>>> gw<-plm(RECEIV~LSIZE+LAGE+LAGE2+CFLOW+STLEV+FCOST+PGROWTH+
>>> NGROWTH+TURN+GPROF+GPROF2,data=data,model="within")
>>>>
>>> gr<-plm(RECEIV~LSIZE+LAGE+LAGE2+CFLOW+STLEV+FCOST+PGROWTH+
>>> NGROWTH+TURN+GPROF+GPROF2,data=data,model="random")
>>>> phtest(gw,gr)
>>>
>>> I got this answer:
>>>
>>> Error in solve.default(dvcov) :
>>>
>>> how can I solve this problem?
>>>
>>> Thank you
>>>
>>>        [[alternative HTML version deleted]]
>>>
>>> ______________________________________________
>>> [hidden email] mailing list -- To UNSUBSCRIBE and more, see
>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>> PLEASE do read the posting guide http://www.R-project.org/posti
>>> ng-guide.html
>>> and provide commented, minimal, self-contained, reproducible code.
>>>
>>
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> [hidden email] mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

David Winsemius
Alameda, CA, USA

'Any technology distinguishable from magic is insufficiently advanced.'   -Gehm's Corollary to Clarke's Third Law

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.