[R] error using pvcm() on unbalanced panel data

Liviu Andronic landronimirc at gmail.com
Thu Feb 25 16:23:47 CET 2010


Dear all
I am trying to fit Variable Coefficients Models on Unbalanced Panel
Data. I managed to fit such models on balanced panel data (the example
from the "plm" vignette), but I failed to do so on my real, unbalanced
panel data.

I can reproduce the error on a modified example from the vignette:
> require(plm)
> data("Hedonic")
> Hed <- pvcm(mv ~ crim + zn + indus + chas + nox + rm + age + dis +rad + tax + ptratio + blacks + lstat, Hedonic, model = "within",index = "townid")
Error in FUN(X[[1L]], ...) : insufficient number of observations
> ##it fails for both FE and RE cases
> Hed <- pvcm(mv ~ crim + zn + indus + chas + nox + rm + age + dis +rad + tax + ptratio + blacks + lstat, Hedonic, model = "random",index = "townid")
Error in FUN(X[[1L]], ...) : insufficient number of observations

Would this be expected behaviour for unbalanced data? The vignette
warns of several limitations regarding such data, but doesn't mention
this specific case as a limitation. I would like to subsequently
perform  a test of poolability on my real data.

Thank you
Liviu


> sessionInfo()
R version 2.10.1 (2009-12-14)
x86_64-pc-linux-gnu

locale:
 [1] LC_CTYPE=en_GB.UTF-8       LC_NUMERIC=C
 [3] LC_TIME=en_GB.UTF-8        LC_COLLATE=en_GB.UTF-8
 [5] LC_MONETARY=C              LC_MESSAGES=en_GB.UTF-8
 [7] LC_PAPER=en_GB.UTF-8       LC_NAME=C
 [9] LC_ADDRESS=C               LC_TELEPHONE=C
[11] LC_MEASUREMENT=en_GB.UTF-8 LC_IDENTIFICATION=C

attached base packages:
[1] splines   stats     graphics  grDevices utils     datasets  methods
[8] base

other attached packages:
 [1] plm_1.2-3        sandwich_2.2-5   zoo_1.6-2        MASS_7.3-5
 [5] Formula_0.2-0    kinship_1.1.0-23 lattice_0.18-3   nlme_3.1-96
 [9] survival_2.35-8  fortunes_1.3-7   RGtk2_2.12.18    cairoDevice_2.10
[13] sos_1.2-5        brew_1.0-3       hints_1.0.1-1

loaded via a namespace (and not attached):
[1] grid_2.10.1  tools_2.10.1



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