Dear R Community,

I am currently facing this seemingly obscure Problem with Panel 
Corrected Standard Errors (PCSE) following Beck & Katz (1995). As the 
authors suggest, I regressed a linear model (tmodel) with lm() with 
option "na.action=na.exclude" (I have also tried other options here). My 
dataframe is organized in pooled times series fashion, but with various 
missing values along the spacial and temporal dimension.

     library(pcse)

     tmodel<-lm(var1 ~ var2 + var3 + var4 + as.factor(year) , 
data=dataframe.2, na.action="na.exclude")

     pcse.tmodel<-pcse(tmodel, groupN = country, groupT = year, 
pairwise=TRUE)

     Error in pcse(tmodel, groupN = country, groupT = year, pairwise = 
TRUE) :
     Length of groupN and groupT must equal nrows of using data.

I have checked the length of groupN, groupT and the residuals of tmodel, 
only to find out they are equally long (N=1667.) To my knowledge, the 
pairwise=TRUE argument should have accounted for the Problem of missing 
values, i.e. an unbalanced panel. But pairwise=FALSE produces the same 
error message.
Would repeating the regression only with cases without missing values 
solve the problem?

I hope I have given sufficient information for you to be able to 
identify the problem.

Thanks in advance,

Johann Maier

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