[R] panel question (plm)

[Achim Zeileis]

On Tue, 19 May 2009, Stephen J. Barr wrote:

> Ah, thank you for the help, and for the explanation of what is going
> on. I suppose I will have to reload my data with plm.data set such
> that RATE is not a factor.

plmWithDensity$RATE <- as.numeric(as.character(plmWithDensity$RATE))

should suffice.

> For my time index, will
> 2000,2000.25,2000.5, etc. work? Meaning 2000 quarter 1, 2000 quarter
> 2, etc? Or is there some special way that I need to format the time?

That's ok. Internally, plm.data always stores it as a factor anyway.

Best,
Z

> Thanks,
> -stephen
> ==========================================
> Stephen J. Barr
> University of Washington
> WEB: www.econsteve.com
> ==========================================
>
>
>
> On Tue, May 19, 2009 at 4:39 PM, Achim Zeileis
> <Achim.Zeileis at wu-wien.ac.at> wrote:
>> On Tue, 19 May 2009, Stephen J. Barr wrote:
>>
>>> Hello,
>>
>>> I am working on a data set (already as a plm.data object) located
>>> here: http://econsteve.com/arch/plmWithDensity.Robj
>>>
>>> With the following R session:
>>>> library(plm)
>>> ...
>>>> load("plmWithDensity.Robj")
>>>> model <- plm(RATE ~ density08, data=plmWithDensity)
>>> Error: subscript out of bounds
>>>
>>> I am not understanding the "subscript out of bounds" error, as this is
>>
>> I agree that the error is not very meaningful but the problem is due to your
>> data: density08 does not vary within your id variable (COURT), hence the
>> default within model cannot be estimated. And it is also the reason why
>> density08 gets no coefficient in a larger model.
>>
>> Also note that your RATE variable is a factor...I'm pretty certain you want
>> a numeric variable here!
>>
>> Yves & Giovanni: What happens in the code is that the model.matrix() method
>> silently omits the column from the regressor matrix. Hence, this goes
>> unnoticed in the larger model and results in a regressor matrix without any
>> columns in the case above. Thus, the subscript error.
>>
>> hth,
>> Z
>>
>>
>
>