当我运行问题2代码的时候,发现结果错误提示:Error in solve.default(crossprod(WX, t(crossprod(WX, A2)))) :
system is computationally singular: reciprocal condition number = 2.49463e-19
In addition: Warning messages:
1: In pgmm(log(ISR) ~ lag(log(ISR), 1) + log(ITD) + log(ED) | lag(log(ISR), :
the first-step matrix is singular, a general inverse is used
2: In pgmm(log(ISR) ~ lag(log(ISR), 1) + log(ITD) + log(ED) | lag(log(ISR), :
the second-step matrix is singular, a general inverse is used
原因应该是我数据本身的原因,希望有知道的能一起讨论下原因所在,不胜感激。