[R] panel question (plm)

[Stephen J. Barr]

Ah, thank you for the help, and for the explanation of what is going
on. I suppose I will have to reload my data with plm.data set such
that RATE is not a factor. For my time index, will
2000,2000.25,2000.5, etc. work? Meaning 2000 quarter 1, 2000 quarter
2, etc? Or is there some special way that I need to format the time?

Thanks,
-stephen
==========================================
Stephen J. Barr
University of Washington
WEB: www.econsteve.com
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On Tue, May 19, 2009 at 4:39 PM, Achim Zeileis
<Achim.Zeileis at wu-wien.ac.at> wrote:
> 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
>
>