intervals package/function with lme4 fits
<p>I estimate the following model for estimating the standard errors for random coefficients:</p>

<pre><code>library(nlme)
library(foreign)
Sample_Data &lt;- read.dta (file="Sample_Data.dta")
Sample_Data &lt;- within(Sample_Data, {
industry &lt;- factor(industry)
id &lt;- factor(id)
year &lt;- factor(year)})
Model1 &lt;- lme(MRPK ~ 1+age+empl+net_worth+input_growth+TFPR_shock, random = (~1+net_worth|industry/id), data=Sample_Data,  control=lmeControl(opt='optim'), method="REML")
</code></pre>

<p>My sample data on the following link:</p>

<p><a href="https://dl.dropboxusercontent.com/u/99295510/Sample_Data.dta" rel="nofollow">https://dl.dropboxusercontent.com/u/99295510/Sample_Data.dta</a></p>

<p>I am getting the following error:</p>

<p>Error in solve.default(pdMatrix(a, factor = TRUE)) :<br>
  Lapack routine dgesv: system is exactly singular: U[1,1] = 0</p>

<p>How could we solve this problem?</p>