Dear Community,
unfortunately I can´t give you an reproducable example, because I really do
not understand why this messages pops up.
I estimate an Fixed Effects Modell, controlling for HAC, because F-statistic
changes, I want to compute it, for the other model-specifications it works,
But for this special one I get the following error:
> fixed.interest3<-plm(CSmean~
numfull_FCRlong_adj+exp(numfull_FCRlong_adj),
+ data=data.plm,index =
c("countrynr","quartal"),
model="within")
> ###F-Test
> coefs <- names(coef(fixed.interest3))
> linearHypothesis(fixed.interest3,coefs,test="F", vcov=function(x)
vcovHC(x, method = "arellano"))
Fehler in solve.default(L %*% V %*% t(L)) :
System ist für den Rechner singulär: reziproke Konditionszahl 1.37842e-19
„system is computationally singular reciprocal condition
number”
> drop(coefs)
[1] "numfull_FCRlong_adj" "exp(numfull_FCRlong_adj)"
>
Is something wrong in the code. Or is it because of the model?
Thanks in advance and a really nice day
Katie
[[alternative HTML version deleted]]