[R] Hausman test error solve

gloria gbusche at smail.uni-koeln.de
Mon Oct 29 21:14:09 CET 2012


Hello,
I am trying to conduct a Hausman test to choose between FE estimators and RE
estimators. 

When I try to run:

library(plm)

fixed <- plm(ROS ~ DiffClosenessC +ZZiele + AggSK + nRedundantStrecken +
Degree + KantenGew + BetweennessC + SitzKappazitaet, 
data=Panel,index=c("id","time"),model="within")   

summary(fixed)

fixef(fixed)

random <-plm(ROS ~ DiffClosenessC +ZZiele + AggSK + nRedundantStrecken +
Degree + KantenGew + BetweennessC + SitzKappazitaet, 
data=Panel,index=c("id","time"), model="random")   

summary(random)

phtest(fixed, random)

I get an error from phtest(fixed, random)

Fehler in solve.default(dvcov) : 
  System ist für den Rechner singulär: reziproke Konditionszahl = ...

Error in solve.default(dvcov) :
  system is computationally singular: reciprocal condition number =...

Can someone Help me with this problem or give me a hint where to look?

Thanks

gloria




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