[R] problems about dynamic GMM

2010-07-30 Thread 97258031
Dear all, I am a new user of R, and I would like to use R to estimate dynamaic GMM of Arellano and Bond (1991). The package I used is plm and its code pgmm. However, the regression cannot run and it showed an error message: Error in solve.default(Reduce(+, A2)) : system is computationally

[R] problems about Quantile Regression for Longitudinal Data

2010-01-03 Thread 97258031
Hello, I uesd Dr. Koenker's code on the following website for quantile regression of longitudinal data: http://www.econ.uiuc.edu/~roger/research/panel/rq.fit.panel.R I can run the code when there are three explanatory variables in X matrix (ncol(X)=4, because there is a vector 1 at the first