R 错误：系统在计算上是奇异的->；使用pgmm进行系统GMM回归

简而言之：我试图通过使用R中的“pgmm”包来进行GMM估计。 原因是研究腐败对公共债务的影响。当我试图对整个过程进行回归时，我得到“系统在计算上是奇异的”作为一个错误

变量：

---

债务我也多次遇到这个问题。虽然我不完全了解GMM及其在plm中的工作原理，但您可以尝试修改模型的某些方面。它可能是一些实质性的东西（你使用的变量，一些可能产生共线并导致计算失败的交互作用），但有时系数计算方式的微小改变也会有很大帮助

例如，可以通过将另一个值设置为pgmm内的fsm参数来更改矩阵。但是，您可能应该阅读更多关于您的操作如何影响结果的信息

您使用的是双向估计器：

使用时不变变量可以生成奇异矩阵

我认为，如果你使用时变变量，这个问题会大大减少

gmm <- pgmm(debt ~ lag(debt, 1:2) + cpi +lag(exp,0:1) + lag(pol,0:1) +
   lag(gdp,0:1) +lag(edu, 0:1) | lag(debt,2:99),
   data = data3,   effect = "twoways", model="twosteps")

    Error in solve.default(crossprod(WX, t(crossprod(WX, A1)))) : 
  system is computationally singular: reciprocal condition number = 9.6207e-21
In addition: Warning message:
In pgmm(debt ~ lag(debt, 1:2) + cpi + lag(exp, 0:1) + lag(pol, 0:1) +  :
  the first-step matrix is singular, a general inverse is used

            debt        cpi         edu         gdp         exp         pol
debt  1.00000000 -0.1000317  0.06941532  0.01582022  0.15649933  0.03183785
cpi  -0.10003172  1.0000000 -0.54167403  0.03139960 -0.51025570 -0.78065946
edu   0.06941532 -0.5416740  1.00000000  0.04745409  0.38184303  0.49614498
gdp   0.01582022  0.0313996  0.04745409  1.00000000  0.02357436 -0.09799053
exp   0.15649933 -0.5102557  0.38184303  0.02357436  1.00000000  0.52357420
pol   0.03183785 -0.7806595  0.49614498 -0.09799053  0.52357420  1.00000000

"","country","year","debt","cpi","edu","gdp","exp","pol"
"3","Albania","2002",4.16044436392662,7.5,4.29374171980631,7.60190195987517,2.41323161308111,3.21
"4","Albania","2003",4.09767235231478,7.5,4.32585302986794,7.60240133566582,2.38784493694487,3.19
"5","Albania","2004",4.0517849478033,7.5,4.31988523813603,7.60290046220476,2.39607543608138,3.07
"6","Albania","2005",4.06388535473739,7.6,4.36054760299676,7.60339933974067,2.38508631450579,2.99
....
"1388","Yemen","2010",3.74714836223791,7.8,3.7716108517114,7.60589000105312,2.47232786758114,1.08
"1389","Yemen","2011",3.82209829790016,7.92,3.81793208202855,7.60638738977265,2.54944517092557,1.07
"1390","Yemen","2012",3.85651029549789,7.7,3.83449380291891,7.60688453121963,2.67138621673062,1.07
"1391","Yemen","2013",3.87535902105655,8.2,3.88424062441569,7.60738142563979,2.57184857992181,1.13
"1393","Zimbabwe","2012",3.81330703248899,8,3.83773040084629,7.60688453121963,3.17971910966701,2.72
"1394","Zimbabwe","2013",3.87743156065853,7.9,3.85248529271195,7.60738142563979,3.12588295801904,2.83