Hi,
I want to estimate a dynamic paneldata model with the following code, but unfortenately I received the error message below. form<-PB~Activity+Solvency+Cap_Int dynpanel<-pgmm(dynformula(form,list(1,1,1,1)),data=panel[1:2185,1:37],effect="twoways",model="onestep",index=c("Aktie","Datum"),gmm.inst=~PB,lag.gmm=list(c(2,12)),transformation="ld") Fehler in FUN(X[[1L]], ...) : Indizierung außerhalb der Grenzen dim(panel) [1] 34086 37 Best regards, Marco -- GRATIS für alle GMX-Mitglieder: Die maxdome Movie-FLAT! ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.