[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:
> 
> 
> 
> 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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