Dear Limin,
might be just about anything. Could you please provide a reproducible
example?
Best,
Giovanni
----------------- Original message ----------------------
Message: 51
Date: Mon, 17 May 2010 10:36:03 +0800 (CST)
From: ??? <dlmsos at 163.com>
To: r-help at r-project.org
Subject: [R] pgmm function
Message-ID: <b2cba0.35fc.128a41e3684.Coremail.dlmsos at 163.com>
Content-Type: text/plain
Dear everyone,
I try to regress a dynamic panel model with pgmm function in the plm
package, but it doesn't work. The error report is "Error in
names(coefficients) <- c(namesX, namest) :
'names' attribute [13] must be the same length as the vector
[5]".
My command is:
reg.gmm<-pgmm(dynformula(ln_per_co2ec~ln_per_realgdp+ln_per_realgdp2,lag
.form=list(1,0,0),
log.form=FALSE),data=co2new,effect="individual",model="twosteps",
gmm.inst=~ln_per_co2ec,lag.gmm=list(c(99,2)),transformation="d")
Could you guys give me some hints on this problem? Thank you in
advance.
Best regards
Limin
--------------------------------------------------------
Giovanni Millo
Research Dept.,
Assicurazioni Generali SpA
Via Machiavelli 4,
34132 Trieste (Italy)
tel. +39 040 671184
fax +39 040 671160
Ai sensi del D.Lgs. 196/2003 si precisa che le informazi...{{dropped:13}}
