[R] dynamic panelmodel pgmm

[marco schuelke]

Hi,

I want to estimate a dynamic paneldata model with the following code, but unfortenately I received the error message below. 


form<-PB~Activity+Solvency+Cap_Int
dynpanel<-pgmm(dynformula(form,list(1,1,1,1)),data=panel[1:2185,1:37],effect="twoways",model="onestep",index=c("Aktie","Datum"),gmm.inst=~PB,lag.gmm=list(c(2,12)),transformation="ld")
Fehler in FUN(X[[1L]], ...) : Indizierung außerhalb der Grenzen
 
dim(panel)
[1] 34086    37



Best regards, Marco
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