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

Spencer Graves spencer.graves at pdf.com
Mon Apr 21 04:46:15 CEST 2003

Have you tried the following:

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

If yes, could you replicate the error with a small data set that you 
send with your help request?  It can make it easier for others to 

Hope this helps. spencer graves

langensk at fas.harvard.edu wrote:
> 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 
> everything.
> Thanks in advance,
> Sophie
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