[R] To create a Panel and run a Pooled OLS

langensk@fas.harvard.edu langensk at fas.harvard.edu
Mon Apr 21 04:15:04 CEST 2003

Dear all,

I have tried to merge two cross sections (crossA and crossB) as follows, both 
crossA and crossB include the same variables, e.g., ID,y,x1,x2:

Panel <- merge(crossA,crossB,by="ID")

I have, thereafter, tried to run the following pooled OLS:

OLS <- lm(Panel$y~Panel$x1+Panel$x2)

and have received the following error message "Error in model.frame(formula, 
rownames, variables, varnames, extras, extranames,  : invalid variable type"

I would be very grateful for help. At the moment, I believe that I have tried 

Thanks in advance,

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