Hello everybody,
I'm running a panel regression with dummy variables controlling for years.
While this works fine for most of my models, in some cases I get the error
message "In sqrt(diag(object$vcov)) : NaNs wurden erzeugt" and missing
results for some or all of my year dummies:
Hi Tanveer,
the PLM package includes the possibility to estimate instrumental variable
models. It also includes a function PGMM to estimate GMM models. Try
?pgmm... By the way, if you manage to make this function work, I'd be glad
for a quick note. I've been ecountering massive problems with this
way to achieve my goal?
Thank you very much.
Johannes Habel
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Hello everybody,
I have a problem with the the function PVCM in the plm package:
I have an unbalanced panel with over 200 companies and 1 to 14 years for
each company. I already excluded all NAs:
> dataset<-na.omit(dataset)
Now I'm trying to fit a variable coefficients model:
> model_vc <- pv
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