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]]
______________________________________________ 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.