[R] panel question (plm)

[Achim Zeileis]

On Tue, 19 May 2009, Stephen J. Barr wrote:

> 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

I agree that the error is not very meaningful but the problem is due to 
your data: density08 does not vary within your id variable (COURT), hence 
the default within model cannot be estimated. And it is also the reason 
why density08 gets no coefficient in a larger model.

Also note that your RATE variable is a factor...I'm pretty certain you 
want a numeric variable here!

Yves & Giovanni: What happens in the code is that the model.matrix() 
method silently omits the column from the regressor matrix. Hence, this 
goes unnoticed in the larger model and results in a regressor matrix 
without any columns in the case above. Thus, the subscript error.

hth,
Z