linearhypothesis using sunab produces "Error in L %*% V : non-conformable arguments" #606
Description
Hello,
I need to submit my paper in a week or so, so it would be greatly appreciated if I could get some swift help.
Background
I am testing the impact of OPEC membership on oil production for 3 countries. They joined in 2017, 2018 and 2007. Now I want to preface this by saying I DO NOT get this error when looking at OPEC+ joiners, all of whom joined effectively in 2017. But I do get this error in a staggered entry event-study approach. The model is as follows:
log_model_joiner1 <- feols(
lprod ~ sunab(period = year, cohort = entry_year, ref.p = -1) + lcons | country_id + year,
data = opec,
cluster = ~country_id
)
The summary statistics is as follows:
> summary(log_model_joiner1)
OLS estimation, Dep. Var.: lprod
Observations: 259
Fixed-effects: country_id: 5, year: 54
Standard-errors: Clustered (country_id)
Estimate Std. Error t value Pr(>|t|)
year::-47 -4.032053 2.270119e-01 -1.776141e+01 5.9036e-05 ***
year::-46 -1.789031 3.106697e-01 -5.758626e+00 4.5107e-03 **
year::-45 0.081865 4.422778e-01 1.850990e-01 8.6216e-01
year::-44 0.406775 4.291075e-01 9.479570e-01 3.9683e-01
year::-43 0.185592 5.537971e-01 3.351270e-01 7.5437e-01
year::-42 0.138390 5.717080e-01 2.420640e-01 8.2063e-01
year::-41 0.076439 4.919464e-01 1.553800e-01 8.8405e-01
year::-40 0.420765 5.372831e-01 7.831350e-01 4.7732e-01
year::-39 0.619827 5.043358e-01 1.228998e+00 2.8643e-01
year::-38 0.731866 3.127170e-01 2.340345e+00 7.9348e-02 .
year::-37 0.488922 1.354406e-01 3.609861e+00 2.2559e-02 *
year::-36 -0.045735 1.708788e-01 -2.676450e-01 8.0221e-01
year::-35 -0.466530 6.800595e-02 -6.860130e+00 2.3641e-03 **
year::-34 -0.365779 4.398395e-02 -8.316189e+00 1.1421e-03 **
year::-33 -0.437062 1.177675e-01 -3.711225e+00 2.0632e-02 *
year::-32 -0.329918 1.237642e-01 -2.665694e+00 5.6057e-02 .
year::-31 -0.286081 3.845198e-01 -7.439970e-01 4.9821e-01
year::-30 -0.127780 3.827599e-01 -3.338380e-01 7.5527e-01
year::-29 -0.326228 3.821983e-01 -8.535580e-01 4.4145e-01
year::-28 -0.713668 3.677513e-01 -1.940626e+00 1.2429e-01
year::-27 -0.739846 2.721991e-01 -2.718032e+00 5.3095e-02 .
year::-26 -0.778004 1.741358e-01 -4.467799e+00 1.1093e-02 *
year::-25 -0.633025 1.352370e-01 -4.680856e+00 9.4417e-03 **
year::-24 -0.401337 3.950999e-02 -1.015787e+01 5.2892e-04 ***
year::-23 -0.051479 4.314873e-02 -1.193058e+00 2.9877e-01
year::-22 -0.109959 9.717463e-02 -1.131562e+00 3.2106e-01
year::-21 0.533801 2.980457e-01 1.791006e+00 1.4778e-01
year::-20 1.025934 3.574256e-01 2.870343e+00 4.5453e-02 *
year::-19 1.165392 4.428597e-01 2.631516e+00 5.8094e-02 .
year::-18 0.788173 4.482076e-01 1.758500e+00 1.5349e-01
year::-17 0.787695 3.429790e-01 2.296629e+00 8.3247e-02 .
year::-16 0.882499 2.366733e-01 3.728767e+00 2.0319e-02 *
year::-15 0.609773 1.523508e-01 4.002427e+00 1.6098e-02 *
year::-14 0.495395 1.156723e-01 4.282747e+00 1.2820e-02 *
year::-13 0.675594 9.513295e-02 7.101581e+00 2.0768e-03 **
year::-12 0.606047 1.202241e-01 5.040976e+00 7.2771e-03 **
year::-11 0.456071 1.225700e-01 3.720906e+00 2.0458e-02 *
year::-10 0.413073 1.705448e-01 2.422081e+00 7.2600e-02 .
year::-9 0.494458 3.064148e-01 1.613689e+00 1.8189e-01
year::-8 0.195415 4.557965e-01 4.287320e-01 6.9020e-01
year::-7 0.060418 4.274210e-01 1.413550e-01 8.9442e-01
year::-6 -0.061843 3.792886e-01 -1.630510e-01 8.7838e-01
year::-5 -0.126059 3.911446e-01 -3.222820e-01 7.6338e-01
year::-4 -0.239663 3.670527e-01 -6.529400e-01 5.4942e-01
year::-3 -0.260880 2.968020e-01 -8.789700e-01 4.2905e-01
year::-2 0.101273 1.253681e-01 8.078050e-01 4.6450e-01
year::0 0.008152 3.454505e-02 2.359780e-01 8.2504e-01
year::1 0.011847 3.191678e-02 3.711990e-01 7.2931e-01
year::2 -0.382679 7.742544e-02 -4.942550e+00 7.8026e-03 **
year::3 -0.285714 1.798254e-02 -1.588841e+01 9.1716e-05 ***
year::4 -0.265468 1.156655e-01 -2.295137e+00 8.3384e-02 .
year::5 -0.470540 1.497406e-01 -3.142366e+00 3.4768e-02 *
year::6 -0.770355 1.289073e-01 -5.976036e+00 3.9399e-03 **
year::7 -1.068978 2.293195e-02 -4.661522e+01 1.2668e-06 ***
year::8 -1.664253 3.883217e-01 -4.285760e+00 1.2789e-02 *
year::9 -1.558972 3.158682e-02 -4.935512e+01 1.0084e-06 ***
year::10 -1.473114 1.022351e-01 -1.440908e+01 1.3483e-04 ***
year::11 -1.587707 5.255092e-02 -3.021272e+01 7.1487e-06 ***
year::12 -1.763376 2.373927e-02 -7.428094e+01 1.9684e-07 ***
year::13 -1.458294 1.524139e-02 -9.567991e+01 7.1541e-08 ***
year::14 -1.699165 2.909517e-01 -5.840024e+00 4.2858e-03 **
year::15 -1.756428 3.788617e-01 -4.636067e+00 9.7627e-03 **
year::16 -2.019122 3.959559e-01 -5.099362e+00 6.9857e-03 **
year::17 -1.960993 4.408764e-01 -4.447944e+00 1.1265e-02 *
lcons 1.782241 1.990000e-13 8.940642e+12 < 2.2e-16 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
RMSE: 0.111971 Adj. R2: 0.979494
Within R2: 0.979713
The command for the tests are as follows:
post_treat_model_joiner1 <- linearHypothesis(log_model_joiner1, c(
"year::1 = 0",
"year::2 = 0",
"year::3 = 0",
"year::4 = 0",
"year::5 = 0",
"year::6 = 0",
"year::7 = 0"
))
post_treat_model_joiner1
pre_treat_model_joiner1 <- linearHypothesis(log_model_joiner1, c(
"year::-2 = 0",
"year::-3 = 0",
"year::-4 = 0",
"year::-5 = 0",
"year::-6 = 0",
"year::-7 = 0",
"year::-8 = 0",
"year::-9 = 0"
))
pre_treat_model_joiner1
Gives the following error
Error in L %*% V : non-conformable arguments
If it is possible, please give some recommendations to do pre- and post- treatment tests as I am tight on time.