[R] Hausman test

[David Winsemius]

> On Feb 11, 2018, at 8:29 AM, PAOLO PILI <paolo.pili at student.unife.it> wrote:
> 
> you are right about the 3rd line but it doesn't help me for my problem. I
> remove the 3rd line but there is still the same problem:
> 
> Error in solve.default (dvcov):
>   the system is numerically unique: reciprocity condition value =
> 1.63418e-19

That suggests inclusion of too many categorical (factor) variables relative to the sample size in the predictor variables. Use tabular methods to investigate. Unable to be more specific in the absence of a proper description of the data situation.

-- 
David.
> 
> Paolo
> 
> 2018-02-11 16:54 GMT+01:00 Bert Gunter <bgunter.4567 at gmail.com>:
> 
>> Note the typo in your 3rd line: data <
>> 
>> Don't  know if this means anything...
>> 
>> Bert
>> 
>> 
>> 
>> On Feb 11, 2018 7:33 AM, "PAOLO PILI" <paolo.pili at student.unife.it> wrote:
>> 
>>> Hello,
>>> 
>>> I have a problem with Hausman test. I am performing my analysis with these
>>> commands:
>>> 
>>>> library(plm)
>>>> data<-read.csv2("paolo.csv",header=TRUE)
>>>> data<
>>> pdata.frame(data,index=c("FIRM","YEAR"),drop.index=TRUE,row.names=TRUE)
>>>> 
>>> RECEIV~LSIZE+LAGE+LAGE2+CFLOW+STLEV+FCOST+PGROWTH+NGROWTH+TU
>>> RN+GPROF+GPROF2
>>>> 
>>> grun.fe<-plm(RECEIV~LSIZE+LAGE+LAGE2+CFLOW+STLEV+FCOST+PGROW
>>> TH+NGROWTH+TURN+GPROF+GPROF2,data=data,model="within")
>>>> grun.re
>>> <-plm(RECEIV~LSIZE+LAGE+LAGE2+CFLOW+STLEV+FCOST+PGROWTH+NGRO
>>> WTH+TURN+GPROF+GPROF2,data=data,model="random")
>>>> 
>>> gw<-plm(RECEIV~LSIZE+LAGE+LAGE2+CFLOW+STLEV+FCOST+PGROWTH+
>>> NGROWTH+TURN+GPROF+GPROF2,data=data,model="within")
>>>> 
>>> gr<-plm(RECEIV~LSIZE+LAGE+LAGE2+CFLOW+STLEV+FCOST+PGROWTH+
>>> NGROWTH+TURN+GPROF+GPROF2,data=data,model="random")
>>>> phtest(gw,gr)
>>> 
>>> I got this answer:
>>> 
>>> Error in solve.default(dvcov) :
>>> 
>>> how can I solve this problem?
>>> 
>>> Thank you
>>> 
>>>        [[alternative HTML version deleted]]
>>> 
>>> ______________________________________________
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>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>> PLEASE do read the posting guide http://www.R-project.org/posti
>>> ng-guide.html
>>> and provide commented, minimal, self-contained, reproducible code.
>>> 
>> 
> 
> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
> R-help at r-project.org 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.

David Winsemius
Alameda, CA, USA

'Any technology distinguishable from magic is insufficiently advanced.'   -Gehm's Corollary to Clarke's Third Law