Dear Katie,
the code looks all right. On a standard example, everything works fine, e.g.:
# example(plm)
# coefs<-names(coef(zz))
# lht(zz, coefs)
# lht(zz, coefs, vcov=vcovHC) # "arellano" is the default HC method anyway
As the error message says, your case is somehow ill-conditioned and the vcov
matrix turns out numerically singular. In this sense, it may be "the model's
fault".
I've never seen this happen before and cannot say anything more useful, at
least not w/o a reproducible example.
LG,
Giovanni
Giovanni Millo, PhD
Research Dept.,
Assicurazioni Generali SpA
Via Machiavelli 3,
34132 Trieste (Italy)
tel. +39 040 671184
fax +39 040 671160
-------------------------- original message -----------------------------
Message: 1
Date: Thu, 10 Jul 2014 12:04:46 +0200
From: "Katharina Mersmann" <kmers...@smail.uni-koeln.de>
To: <r-help@r-project.org>
Subject: [R] linearHypothesis() ERROR-Message
Message-ID: <000001cf9c26$60ffc960$22ff5c20$@uni-koeln.de>
Content-Type: text/plain
Dear Community,
unfortunately I can?t give you an reproducable example, because I really do
not understand why this messages pops up.
I estimate an Fixed Effects Modell, controlling for HAC, because F-statistic
changes, I want to compute it, for the other model-specifications it works,
But for this special one I get the following error:
> fixed.interest3<-plm(CSmean~ numfull_FCRlong_adj+exp(numfull_FCRlong_adj),
+ data=data.plm,index = c("countrynr","quartal"),
model="within")
> ###F-Test
> coefs <- names(coef(fixed.interest3))
> linearHypothesis(fixed.interest3,coefs,test="F", vcov=function(x)
vcovHC(x, method = "arellano"))
Fehler in solve.default(L %*% V %*% t(L)) :
System ist f?r den Rechner singul?r: reziproke Konditionszahl =
1.37842e-19 ?system is computationally singular reciprocal condition
number?
> drop(coefs)
[1] "numfull_FCRlong_adj" "exp(numfull_FCRlong_adj)"
>
Is something wrong in the code. Or is it because of the model?
Thanks in advance and a really nice day
Katie
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Ai sensi del D.Lgs. 196/2003 si precisa che le informazi...{{dropped:12}}
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