[R] singular matrices in plm::pgmm()

2009-03-09 Thread Millo Giovanni
e consider dropping him a line directly, as your post in the crowded r-help could easily have been overlooked. We value user feedback. Best, Giovanni # original message ### Message: 61 Date: Sun, 8 Mar 2009 10:06:12 +0100 From: Richard Foltyn Subject: [R] singular matrice

[R] singular matrices in plm::pgmm()

2009-03-08 Thread Richard Foltyn
Hi list, has anyone succeeded in using pgmm() on any dataset besides Arellano/Bond's EmplUK, as shown in the vignette? Whatever I try, I eventually get a runtime error because of a singular matrix at various points in pgmm.diff() (which gets called by pgmm()). For example, when estimating a "dyna