Dear Arne,
thank you very much upfront for your time that you invest in answering my question. I'm using your systemfit R package to analyze if companies risk appetite has a relationship to their performance and how it evolves over time. We collected data for ca. 80 companies, from 6 segments over 15 years that gives us a final data set with 1,312 firm-year observations. We have set up 3 equations (based on existing SEM from literature) and experience the following: - The systemfit package performs well when using no dummy variables (e.g. for year, segment, firm) - When adding dummy variables (year / segment) the systemfit package still provides results; however, if we remove the segment dummy variable and add a firm dummy variable we experience the error message: "cs_lu(A) failed: near-singular A (or out of memory)" - We also tested the systemfit package with firm and year dummy variable using a sub-sample of our data (ca. 10 companies) and the package worked without any error messages - Afterwards we tested the systemfit package using a server (64 gb ram, 16 core,...) by applying the systemfit package again on the final data set. However, we experienced again the same error message. We use R 3.3.2 and the systemfit package 1.1-20. I would be very grateful if you could support us anyhow and give us a hint how we could solve the situation. Thanks again for your help. Warm Regards from Munich, Michael ___________________________________________________ Michael Keilhacker, MBA, M.A. Logistics and Supply Chain Management Technische Universit�t M�nchen � TUM School of Management Arcisstra�e 21 � 80333 M�nchen � +49-163-5454918<tel:%2B49-89-289-28203> � michael.keilhac...@tum.de<mailto:christian.ma...@tum.de> www.log.wi.tum.de<http://www.log.wi.tum.de> [[alternative HTML version deleted]]
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