Error computing Robust Standard errors in Panel regression model (plm,R) -


i using plm library run fixed effect regressions , sandwich,lmtest libraries compute robust standard errors. have no problem running regressions, in instances when go compute standard errors following error:

library(plm) library(sandwich) library(lmtest)  fe_reg <- plm(y ~ x + i(x^2)+factor(date), data=reg_data, index=c("id","date"), model="within") coeftest(fe_reg, vcov.=vcovhc(fe_reg, type="hc1"))  rruntimeerror: error in solve.default(crossprod(demx))   system computationally singular: reciprocal condition number = 1.84726e-25

i not have problems computing coefficients or "normal" standard errors (ie homoscedastic). also, have no problem computing robust standard errors when omit quadratic term:

fe_reg <- plm(y ~ x +factor(date), data=reg_data, index=c("id","date"), model="within")

anyone have idea going on? if design matrix singular coefficients should not have been computed, don't understand issue coming when computing standard errors.

thanks!

if remember correctly, plm not verbose. think possible have singular matrix plm not complain. lm more verbose. try

 lm_mod1 <- lm(y ~ x + i(x^2)+factor(date), data=reg_data)  summary(lm_mod1)

lmwill tell in it's summary output if there problem calculating 1 coefficient (coefficient na in table , there should note @ top of output well). edit: note @ top of lm's summary output should "coefficients: (1 not defined because of singularities)" in case.

edit there possibility why coeftest not working: if model.matrix contrains large values small values, solve might not able solve system of linear equations computation in vcovhc function. thus, have @ model.matrix(y ~ x + i(x^2)+factor(date), data=reg_data) if case. if so, try rescaling variables (e.g. multiply oder divide 100 oder 1000 [also log() makes sense sometimes). take care, interpretation of coefficients changes due change of scales!


Comments

Post a Comment

Popular posts from this blog

android - Get AccessToken using signpost OAuth without opening a browser (Two legged Oauth) -

i using signpost oauth access data magento server. have read various tutorials on same , reach point open browser user can enter credentials. however, per requirement have automate part. hence, user should not browser page. have set-up done on server side ( magento ), hit url , returned call page. same through program in android. i have tried below, consumer = new commonshttpoauthconsumer(key, secret); provider = new commonshttpoauthprovider(oauth_init_url,access_token_url, authorize_url); try { provider.retrieverequesttoken(consumer, oauth.out_of_band); log.d("tokens" , consumer.gettoken() + " -- " + consumer.gettokensecret()); } and request tokens. dont know how bypass next step. tried directly accessing accesstoken (stupid of me) provider.retrieveaccesstoken(consumer, "mycallback://callback"); no luck, ends in oauth.signpost.exception.oauthnotauthorizedexception: authorization failed (server replied 401). ...
Read more

org.mockito.exceptions.misusing.InvalidUseOfMatchersException: mockito -

getting error org.mockito.exceptions.misusing.invaliduseofmatchersexception: invalid use of argument matchers! 1 matchers expected, 2 recorded. exception may occur if matchers combined raw values: //incorrect: somemethod(anyobject(), "raw string"); when using matchers, arguments have provided matchers. example: //correct: somemethod(anyobject(), eq("string matcher")); at when( getprogramservice .callservice(any(getprogramtype.class))) .thenreturn(jaxbresponse); please explain error , possible resolution the code posted looks fine; don't see problem it. code before or above causing exception. key here: invalid use of argument matchers! 1 matchers expected, 2 recorded. any , used above, doesn't return "special kind of null" or "special kind of getprogramtype"; don't exist. instead, returns null , side effect puts matcher on stack. whe...
Read more

google shop client API returns 400 bad request error while adding an item -

i'm working on solution add items in google shopping market java application. following tutorial real mess because of missing classes of laste release, after setting 1.5-beta maven managed make base example typecheck correctly classes. still can make simple task of adding 1 item. instead of posting whole code i'm posting part creates product feed. private product createproduct(string id) { product product = new product(); product.title = "red wool sweater"; product.content = new content( "text", "comfortable , soft, sweater keep warm on " + "cold winter nights. red , blue stripes."); product.appcontrol = new appcontrol(); product.appcontrol.addrequireddestination("productads"); product.externalid = id; product.lang = "it"; product.country = "it"; product.condition = "nuovo"; product.price = new price("eu...
Read more