[R] package : plm : pgmm question
Uwe Ligges
ligges at statistik.tu-dortmund.de
Fri Dec 29 22:52:07 CET 2017
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:
>
>
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> 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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