I am trying to estimate a gmm in order to estimate a capital market
model. I use the gmm-package. I set up the moment functions, and an
analytic gradient matrix function and I chose some initial values. I
thoroughly tested the moment functions and the gradient matrix as inputs
of the gmm function. There are no missing values or NaN in the input data.
Now I am getting the following error message, after runing the gmm-function:
"Error in colMeans(gt) : 'x' must be an array of at least two dimensions"
I have been looking for hours to fix the error, with no success. Do some
of you know how this error arises?