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List: r-help
Subject: [R] package : plm : pgmm question
From: Ye Dong <Victordongy () hotmail ! com>
Date: 2017-12-25 9:53:09
Message-ID: PN1PR01MB07844FF8F4A6748E3DE477B0A1010 () PN1PR01MB0784 ! INDPRD01 ! PROD ! OUTLOOK ! COM
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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
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