[R] dynamic panelmodel pgmm

From: marco schuelke <m.schuelke1_at_gmx.de>
Date: Sat, 26 Jun 2010 17:53:02 +0200

Hi,

I want to estimate a dynamic paneldata model with the following code, but unfortenately I received the error message below.

form<-PB~Activity+Solvency+Cap_Int
dynpanel<-pgmm(dynformula(form,list(1,1,1,1)),data=panel[1:2185,1:37],effect="twoways",model="onestep",index=c("Aktie","Datum"),gmm.inst=~PB,lag.gmm=list(c(2,12)),transformation="ld") Fehler in FUN(X[[1L]], ...) : Indizierung außerhalb der Grenzen  

dim(panel)
[1] 34086 37

Best regards, Marco

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Received on Sat 26 Jun 2010 - 19:53:15 GMT

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