[R] problem with "plm" package

[Liviu Andronic]

(please reply to the list, too, as it increases your chances of
getting a helpful answer)


On Sat, Sep 3, 2011 at 2:51 AM, loth lorien <lothlorien90 at hotmail.com> wrote:
> Hi Liviu,
>
> Thank you for your suggestions, but they didn't seem to work.
>
> I got R to estimate a fixed effects model for me:
> formula<-plm(RoE~RoA+NIM+Cash.TL+CAR+NPL.Loans, data=ComBank,
> model="within")
>
> But when I try to estimate a random effects model for a panel data set I
> still get the error message:  "missing value where TRUE/FALSE needed"
>
I am suspecting that something may relate to the data. Do you have
persistent variables that change seldom? Maybe that's causing a
problem for the 'random' estimator. Is your panel balanced? If not,
does it contain very few observations for some ids?

To make sure that the functions work as expected on your system, try
to replicate some of the examples in the 'plm' vignette.

Regards
Liviu


> There must be something simple that I am missing, but at the moment, I can't
> figure out what it is.
>
> Thanks again,
>
> Ashraf
>
>> From: landronimirc at gmail.com
>> Date: Thu, 1 Sep 2011 10:37:57 +0200
>> Subject: Re: [R] problem with "plm" package
>> To: lothlorien90 at hotmail.com
>> CC: r-help at r-project.org
>>
>> On Thu, Sep 1, 2011 at 4:25 AM, Ash <lothlorien90 at hotmail.com> wrote:
>> > Hi,
>> >
>> > I am trying to complete a very simple panel analysis on some bank data.
>> >
>> > Call:
>> > Formula<-plm(RoE~RoA+CAR+Inc.Dep+Cash.TL+NPL.Loans, data=Banks1,
>> > model="random", index=c("Bank.I.D.","Year"))
>> > summary(Formula)
>> >
>> > I get the following error code:
>> >
>> > ERROR:
>> >  missing value where TRUE/FALSE needed
>> >
>> > Does anyone know what true/false field I am missing?
>> >
>> I am not sure what goes wrong, but try first to
>> Banks1.p <- pdata.frame(Banks1, index=c("Bank.I.D.","Year")
>>
>> and see if that went fine, and then
>> Banks1.fit <- plm(RoE~RoA+CAR+Inc.Dep+Cash.TL+NPL.Loans,
>> data=Banks1.p, model="random")
>>
>> It may help if you posted
>> str(Banks1)
>>
>> Liviu
>



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