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Inconsistent Arguments error with pgmm (plm library)

This is my first post, I hope that I am not mistaken.

I try unsuccessfully to evaluate Arellano and Bond (1991) using pgmm in the plm library. To find out if there was a problem in my data, I instead used the data provided in the PLM library, but got the same problem when using the "summary" command:

Error in t (y)% *% x: inappropriate arguments

Coefficients of the model can be obtained, though.

My own data has T = 3, N = 290. As far as I understand, T = 3 is minimal, but should be enough. When using Arellano and Bond data, I get the same error when T = 4.

data("EmplUK", package = "plm")
library(sqldf)
UK<-sqldf("select * from EmplUK where year in ('1982','1981',
'1980','1979')")


z1 <- pgmm(log(emp) ~ lag(log(emp), 1) + log(wage) +
log(capital) + log(output) | lag(log(emp), 2),
       data = UK, effect = "twoways", model = "twosteps")
summary(z1)

, R-, - , - . (t-2)

, , , T = 4. , . , , .

.

+4
1

. , mtest, , pgmm. , , .

>mtest(z1, order = 2)
Error in t(y) %*% x : non-conformable arguments

T = 3 is enough to evaluate the model, but it only gives you an estimate for the last period. The second order mtestrequires that the residues contain at least 3 periods, i.e. T = 5 for your model.

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