[R] eroor in pglm in regression analyze

farzana akbari farzana.akbari2013 at gmail.com
Thu Jul 14 07:10:02 CEST 2016


*“In the name of God”*

*Hi dear*



I try to analyze a regression model but can’t. I have 2 problem in this
presses as below:

And also I send you details in attached file.

Best Regards



One of the is:

> phtest(fixed,random)

Error in solve.default(dvcov) :

  system is computationally singular: reciprocal condition number =
1.34013e-25



and another one is :



>
fixedglm=pglm(RiskTaking~HHI+GDPGROWTH+EBIT+MB+DEBT+bonus+FATA+MKTSIZE+factor

+ (indu),data=data1,index=c("code","year"),model="within",family="gaussian")

> summary(fixedglm)

--------------------------------------------

Maximum Likelihood estimation

Newton-Raphson maximisation, 150 iterations

Return code 4: Iteration limit exceeded.

Log-Likelihood: -2040.749

13  free parameters

Estimates:

                Estimate Std. error t value Pr(> t)

(Intercept)    7.234e+04        Inf       0       1

HHI           -5.956e+05        Inf       0       1

GDPGROWTH     -4.833e-04        Inf       0       1

EBIT           4.414e-01        Inf       0       1

MB            -3.507e-04        Inf       0       1

DEBT          -5.451e+08        Inf       0       1

bonus          5.178e+00        Inf       0       1

FATA          -2.642e+04        Inf       0       1

MKTSIZE        6.339e-06        Inf       0       1

factor(indu)2 -3.722e+04        Inf       0       1

factor(indu)3  1.214e+05        Inf       0       1

sd.mu          1.997e+05        Inf       0       1

sd.eps         8.907e+04        Inf       0       1

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