Hi, I have the "near singular matrix" problem in estimating panel Generalized Method of Moments (GMM) model in EViews. My dataset is annual data in a panel with 57firms and 10 years, the depent variable are rpk; independent variables are yakit, personel, pazr, cari, kald, adh, dummy.
Different methods (Least Squares etc.) did not report this problem. Estimation was fine and in line with expectations. I cannot find where the problem is. Unfortunately I need the GMM.
I attach the file here.
Thank you very much if a prompt reply is possible.
Buket
GMM Panel data
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GMM Panel data
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Re: GMM Panel data
Perhaps you should post the exact commands you used as well as the EViews workfile.
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