我用R进行generalized method of moment
输入以下命令
z1<-pgmm(log(Exp.ten.Thousand..)~lag(log(Exp.ten.Thousand..),1:2)+lag(log(Incident),0:1)+
+ lag(log(Fatality),0:1)+lag(log(Injured),0:1)|lag(log(Exp.ten.Thousand..),2:99),
+ data=pdata,effect="twoways",model="onestep")
我得到如下回复:
Error in solve.default(crossprod(WX, t(crossprod(WX, A2)))) :
系统计算上是奇异的: 倒条件数=4.98279e-20
此外: Warning messages:
1: In pgmm(log(Exp.ten.Thousand..) ~ lag(log(Exp.ten.Thousand..), 1:2) + :
the first-step matrix is singular, a general inverse is used
2: In pgmm(log(Exp.ten.Thousand..) ~ lag(log(Exp.ten.Thousand..), 1:2) + :
the second-step matrix is singular, a general inverse is used
不知道这个什么意思?如果得到这样的回复,应该怎么解决这个问题?希望各位R语言高手能够帮一下我,非常感谢!
(我怀疑共线性引起的结果,用一个自变量和因变量进行矩阵估计,结果还是上面的回复)