悬赏 10 个论坛币 未解决
问题1.## Blundell and Bond (1998) table 4 (cf DPD for OX p.12 col.4)
z2 <- pgmm(log(emp) ~ lag(log(emp), 1)+ lag(log(wage), 0:1) +
lag(log(capital), 0:1) | lag(log(emp), 2:99) +
lag(log(wage), 2:99) + lag(log(capital), 2:99),
data = EmplUK, effect = "twoways", model = "onestep",
transformation = "ld")
summary(z2, robust = TRUE)
当我运行上面代码的时候,发现最后出现的结果是:Error in !class_ind : invalid argument type。没有估计出我要的结果,请问是什么原因呢?希望指点一下。
问题2.z2 <- pgmm(log(ISR) ~ lag(log(ISR), 1)+ log(ITD) +log(ED)| lag(log(ISR), 2:99),data = EDATA, effect = "twoways", model = "twostep",transformation = "ld")
summary(z2, robust = TRUE)
当我运行问题2代码的时候,发现结果错误提示:Error in solve.default(crossprod(WX, t(crossprod(WX, A2)))) :
system is computationally singular: reciprocal condition number = 2.49463e-19
In addition: Warning messages:
1: In pgmm(log(ISR) ~ lag(log(ISR), 1) + log(ITD) + log(ED) | lag(log(ISR), :
the first-step matrix is singular, a general inverse is used
2: In pgmm(log(ISR) ~ lag(log(ISR), 1) + log(ITD) + log(ED) | lag(log(ISR), :
the second-step matrix is singular, a general inverse is used
原因应该是我数据本身的原因,希望有知道的能一起讨论下原因所在,不胜感激。
以上知道一个问题的都希望能给予回复下,感激不尽。