R help - Jan 2012 - Problems with plm's pgmm: changing results

Hello,

I'm a newbie with R, and this is my first time to post here. ?Apologies in
advanced if I should be posting my question on another list.

I'm working on a problem on Arellano and Bond's GMM estimator, and
I've chosen to use plm/pgmm. ?My issue is, I'm getting different results
from pgmm() every time I run it. ?Here's my code:

library(plm)
mydata = read.csv('mydata.csv')
ab = pgmm(formula = y ~ lag(y,1), data = mydata, gmm.inst=~lag(gmm_inst,1),
effect = "individual", model="onestep")
coef(ab)

I noticed that every time I run the last 2 lines, I get different results after
a few or so runs. ?Sometimes, I get an error, then in the next run, I get
results. ?I can't figure this out, and I'm a bit desperate for a light
at the end of the tunnel.

I'm attaching the data file I'm using. ?It's a N=150, T=30 panel
data with practically only one variable. ?

Thank you very much!
Rolan