[R] panel question (plm)

[Stephen J. Barr]

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
a balanced panel and there are no holes in the data set. Any help
would be very much appreciated. The model I am trying to run is

> model2 <- plm(RATE~ AGR.PCT+SVC.PCT+IND.PCT+density08, data=plmWithDensity)

This code runs fine, but I do not get any coefficients for density08

> summary(model2)
Oneway (individual) effect Within Model

Call:
plm(formula = RATE ~ AGR.PCT + SVC.PCT + IND.PCT + density08,
    data = plmWithDensity)

Balanced Panel: n=89, T=26, N=2314

Residuals :
   Min. 1st Qu.  Median 3rd Qu.    Max.
-1860.0  -475.0    11.3   526.0  1250.0

Coefficients :
         Estimate Std. Error  t-value  Pr(>|t|)
AGR.PCT  34192.60    4281.07   7.9869 1.383e-15 ***
SVC.PCT   4024.83     457.17   8.8037 < 2.2e-16 ***
IND.PCT -16545.62    1541.32 -10.7347 < 2.2e-16 ***
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Total Sum of Squares:    985150000
Residual Sum of Squares: 852060000
F-statistic: 115.692 on 3 and 2222 DF, p-value: < 2.22e-16
>

What is going on? Any advice is appreciated.
Thanks,
-stephen
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Stephen J. Barr
University of Washington
WEB: www.econsteve.com
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