This appears to be a case of insufficient understanding of statistics, which is not on topic for r-help. Look at how well the per-firm models would work... my guess is that some of the firms have insufficient data for useful analysis. If that is not it, consider providing a more concrete example on stats.stackexchange.com. -- Sent from my phone. Please excuse my brevity.
On June 5, 2017 3:14:59 AM PDT, "Keilhacker, Michael" <michael.keilhac...@tum.de> wrote: >Dear Arne, > > >thank you very much upfront for your time that you invest in answering >my question. > > >I'm using your systemfit R package to analyze if companies risk >appetite has a relationship to their performance and how it evolves >over time. We collected data for ca. 80 companies, from 6 segments over >15 years that gives us a final data set with 1,312 firm-year >observations. We have set up 3 equations (based on existing SEM from >literature) and experience the following: > >- The systemfit package performs well when using no dummy variables >(e.g. for year, segment, firm) > >- When adding dummy variables (year / segment) the systemfit package >still provides results; however, if we remove the segment dummy >variable and add a firm dummy variable we experience the error message: >"cs_lu(A) failed: near-singular A (or out of memory)" > >- We also tested the systemfit package with firm and year dummy >variable using a sub-sample of our data (ca. 10 companies) and the >package worked without any error messages > >- Afterwards we tested the systemfit package using a server (64 gb ram, >16 core,...) by applying the systemfit package again on the final data >set. However, we experienced again the same error message. > > >We use R 3.3.2 and the systemfit package 1.1-20. > > >I would be very grateful if you could support us anyhow and give us a >hint how we could solve the situation. > > >Thanks again for your help. > > >Warm Regards from Munich, > >Michael >___________________________________________________ > >Michael Keilhacker, MBA, M.A. >Logistics and Supply Chain Management >Technische Universit�t M�nchen � TUM School of Management >Arcisstra�e 21 � 80333 M�nchen � >+49-163-5454918<tel:%2B49-89-289-28203> � >michael.keilhac...@tum.de<mailto:christian.ma...@tum.de> >www.log.wi.tum.de<http://www.log.wi.tum.de> > > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.