Hi! I am getting "Error in t(y) %*% x : non-conformable arguments" when I use the summary function for my GMM model.
GMM <- pgmm(log_revenue ~ lag(log_revenue, 1:1) + CSat + Engage + Innov |lag(log_revenue, 2:2) | lag(CSat, 1:1) + lag(Engage, 1:1) + lag(Innov,1:1), data = p.data, effect = "twoways",model = "twosteps", collapse = TRUE,transformation = "ld", fsm = "full", subset = sample == 1, time.dummies = "TRUE") summary(GMM)
How can I solve this issue?
I did use this code before and it was working back then. But I am experiencing this problem now.
Also, it works well using random/fixed effect estimations.