package : plm : pgmm question

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package : plm : pgmm question

Ye Dong
Dear Sir,



I am using the package pgmm you build in panel regression. However, I found that when T is 10, N=30, the error would show as following:



system is computationally singular: reciprocal condition number

But the similar code works well on Stata, so I wonder  how I can optimize the algorithm, for example , the inverse matrix optimization ? And I have checked my data as well, no multicollinearity problem exists. Another problem is that although I have some NA in the panel data, the panel dataframe is still recognized as balanced model. But with plm, the dataframe would be recognized unbalanced.

Thanks and Best regards,

Ye Dong


        [[alternative HTML version deleted]]

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Re: package : plm : pgmm question

Uwe Ligges-3
Please talk to the package maintainer whi may not be listen on R-help.

Best,
Uwe Ligges


On 25.12.2017 10:53, Ye Dong wrote:

> Dear Sir,
>
>
>
> I am using the package pgmm you build in panel regression. However, I found that when T is 10, N=30, the error would show as following:
>
>
>
> system is computationally singular: reciprocal condition number
>
> But the similar code works well on Stata, so I wonder  how I can optimize the algorithm, for example , the inverse matrix optimization ? And I have checked my data as well, no multicollinearity problem exists. Another problem is that although I have some NA in the panel data, the panel dataframe is still recognized as balanced model. But with plm, the dataframe would be recognized unbalanced.
>
> Thanks and Best regards,
>
> Ye Dong
>
>
> [[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.
>

______________________________________________
[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.