Re: [R] Running a GMM Estimation on dynamic Panel Model using plm-Package

2011-10-05 Thread MicahD
Hi bstudent, I've had the same problem and I wish there was a definitive answer as this seems to be the #1 problem with the package and pgmm would be awesome for economists if we could figure out how to work it! I'm no expert on GMM, but from what I've gathered from other posts, the problem may

Re: [R] Running a GMM Estimation on dynamic Panel Model using plm-Package

2011-10-05 Thread Paul Johnson
On Sun, Jun 12, 2011 at 2:43 PM, bstudent marc.ruet...@gmx.de wrote: Hello, although I searched for a solution related to my problem I didn´t find one, yet. My skills in R aren´t very large, however. For my Diploma thesis I need to run a GMM estimation on a dynamic panel model using the pgmm

[R] Running a GMM Estimation on dynamic Panel Model using plm-Package

2011-06-12 Thread bstudent
Hello, although I searched for a solution related to my problem I didn´t find one, yet. My skills in R aren´t very large, however. For my Diploma thesis I need to run a GMM estimation on a dynamic panel model using the pgmm - function in the plm-Package. The model I want to estimate is: Y(t) =

Re: [R] Running a GMM Estimation on dynamic Panel Model using plm-Package

2011-06-12 Thread Jan Schulz
Hi! Am 12.06.2011 21:43, schrieb bstudent: Error in solve.default(Reduce(+, A2)) : System ist für den Rechner singulär: reziproke Konditionszahl = 4.08048e-22 Error in solve.default(Reduce(+, A2)) : System is singulary for the computer: reciprocal number of conditions = 4.08048e-22