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) = Y(t-1) + X1(t) + X2(t) + X3(t)" . There are no "normal" instruments in this model. There just should be the "gmm-instruments" I need for the model. In order to estimate it, I tried the following code: > > library(plm) > > test <- pgmm(Y ~ lag(Y, 1) + X1 + X2 + X3 | lag(Y, 1), data=Model, > effect="individual", model="onestep") > > I tried "Model" as "Modelp <- pdata.frame(..." and as "Model <- read.table(..." but in both cases there´s an error-massage: 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 I really can´t help myself since the standard plm-estimations "within" or "first difference" are working well. I hope you understood what I´m trying to do and my description is adequate. Thank you very much!!!!! Kind regards. bStudent -- View this message in context: http://r.789695.n4.nabble.com/Running-a-GMM-Estimation-on-dynamic-Panel-Model-using-plm-Package-tp3592466p3592466.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.