linearHypothesis() ERROR-Message

Katharina Mersmann
Thu, 10 Jul 2014 10:04:46 -0000

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


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