[R] Problem with dummy variables controlling for years

2009-03-02 Thread Johannes Habel
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:

Re: [R] Dynamic Panel Analysis in R

2009-02-14 Thread Johannes Habel
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

[R] How to count number of year per firm in panel data?

2009-02-11 Thread Johannes Habel
way to achieve my goal? Thank you very much. Johannes Habel -- View this message in context: http://www.nabble.com/How-to-count-number-of-year-per-firm-in-panel-data--tp21958252p21958252.html Sent from the R help mailing list archive at Nabble.com.

[R] Problem with PVCM: "0 (non-NA) cases"

2009-02-10 Thread Johannes Habel
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