I have been playing with more examples, and I now know that with larger NF's my example code actually produces a result, instead of a singular matrix error. interestingly, stata's xtabond2 command seems ok with these sorts of data sets. either R has more stringent requirements, or stata is too casual. in any case, I find it strange that Blundell-Bond would not work on data sets in which N=20 and T=10, and there is only one parameter to estimate. there should be more than enough degrees of freedom.
I will experiment more with it. regards, /iaw ______________________________________________ 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.
