Hi,
I have been trying to run a pgmm estimation on a large unbalanced
dataframe (approx 226,000 obs) but I always get the following error text:
Error in u[1:nats[1], ] <- 0 : subscript out of bounds
The code that I run is:
baz <- pgmm(x ~ lag(x) | lag(x, 2:5),
data = foo,
effect = "individual",
model = "twosteps",
transformation = "d",
na.action = na.omit)
summary(baz)
I have managed to identify the snippet "u[1:nats[1], ] <- 0" in the pgmm
code but it is far to advance for me to understand.
Does anybody have an idea what is going on, and could somebody advise me
on how to proceed to eliminate the source that generates this error?
Kind regards,
Joachim