[R] Coefficients for lagged plm model variables not calculated

Daniel Malter daniel at umd.edu
Fri Oct 7 02:32:12 CEST 2011


You probably should not do panel data analysis but multiple time series
analysis as your T is much larger than N. You only have seven units of
observation but some 150 observations on each unit.

Also, if the values on each unit of observation are very close to each other
between t and t-1, then you induce quasi-collinearity by including both in
your model. It could be that plm automatically kicks (quasi-) collinear
variables (without telling you).

Best,
Daniel

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